[Sergius]

Noteworthy parties:
Venstre:
Headed by current Prime Minister Anders Fogh, ex-Libertarian, who sold out his principles to gain power. Traditionally a Liberal party, which during recent years has made a successful attempt at gaining new support by adopting the rhetoric and many parts of Socialdemokraternes political agenda, i.e. the welfare state, and the immigration policy of Dansk Folkeparti, i.e. letting fewer foreigners in, and standing firmly on "Danish principles" such as Human Rights, etc.
Pro-EU, pro-Iraq War, pro-US...

Konservative:
Basically a bleak version of Venstre, with a few conservative (modern Conservatism, anyway) leanings, such as lowering of taxes. Many internal problems, and a rather uncharismatic and somewhat idiotically appearing leader, Bendt Bendtsen.

Dansk Folkeparti:
Social Democratic party with "Nationalist" leanings, i.e. reluctance towards completely open borders. Headed by controversial Pia Kjærsgaard. Firm defenders of freedom of speech, tolerance and other "Danish values."
In spite of their alleged patriotic policies, they also support assimilation of foreigners.
Pro-Iraq War, pro-Israel, pro-US, anti-EU.

Ny Alliance:
Newly-formed social Liberal party headed by former Radikale Venstre-member Naser Khader. Supportive of Venstre, wanting to push DF out of power.

Opposition:
Socialdemokraterne:
Main opposition party. Social Democrats (did they invent the term? I'm not sure). Welfare state, pro-immigration, pro-EU, US/Bush-skeptics. Largely uninteresting.

Socialistisk Folkeparti:
EU-skeptic (they want to paint it "red," but they don't oppose it) and more left-leaning than S. Gaining popularity lately. The party of the politically aware youth.

Radikale Venstre:
Social Liberal. Pro-EU, pro-immigration.

In short: cross the street, nothing to see here.