I'm not saying it because I'm danish. But like CFM-56 already said. There is more to see at the airport in CPH
and it's much closer to the heart of CPH
If you want to take the train to Copenhagen city from the airport it's only about 4$ and if you want to take the train from ARN
to Stockholm the price is about 30$. So there is a big difference there for sure.
Edit: Both cities are very beautiful and offers alot to do and see. But go for CPH.
[Edited 2004-12-15 09:41:58]