The Carlsberg Glyptotek is a great place especially for families. You can see historic items and learn a bit about what happened back in the day, both in Denmark and in the rest of the world. It's also great for kids since there is a mummy room. You also won't have to spend a lot of money on food, as there is a room where you can eat your packed lunches.
While I like paintings, there is something about sculptures that just fascinate me. It must be something about the textures you can see when dealing with stone and marble in 3 dimensions. The Glyptoteket has an excellent collection of Roman and Greek sculptures and I greatly enjoyed exploring it
The Glyptoteket is an absolutely beautiful museum with an incredible collection of ancient art and European art. I will always remember seeing my first mummy there and marvelling at the intricate wrapping. The garden courtyard is an absolutely lovely place to get a bit of nature in colder weather.
Free on Sundays, this museum has a lovely collection of sculptures for every taste: from Ancient Rome to the largest collection by Rodin outside of France (sadly, this was not available when I visited in May)The building itself is worth a visit alone, with a beautiful Winter Garden where you can have a coffee and enjoy the view. Even on a free Sunday, it was surprisingly empty, so you could take your time and look at each piece carefully. A rare luxury that is less and less frecuent in most world-class museums.