After reading few of the reviews i was not expecting anything special on this site, but the castle is very nice. The location is strategically very good.

The most special for me was the Maritime museum, with a lot of models of ships.

Castle Fredriksborg near is nice too (but for me a bit overdecorated) and you can see both of them if you are doing a trip from Copenhagen by train. Be sure you buy the "right" train ticket, it is always worth to buy the 10klip ticket as it is cheaper and you can combine 4*2 klips as one 8klip ticket. Ask the ladies in the counter on railstation.