Random photo: Copenhagen Central Station
In 2003, my Dad and I took an epic three-week trip across Northern Europe, including a week in Copenhagen. Our hotel was a couple of blocks west of 
Copenhagen's central train station, pictured here (Københavns Hovedbanegård, and please don't ask me how to pronounce it).
Less than one block east of the station lies Tivoli Gardens, and another block or two east of Tivoli is Rådhuspladsen, or "Town Hall Square." Beyond that square is the Strøget, which is the longest pedestrian-only street in Europe (almost two miles).
The Rådhuspladsen is Copenhagen's version of Times Square -- the surrounding buildings are illuminated at night with garish, loud, flashing neon displays. It's totally out of character with the rest of Denmark, since the Danish tend to be almost as understated as the Brits. All of our daily pedestrian explorations of Copenhagen included that square, and they included walking past this train station.
We never actually used the station, but we walked past it at least a couple of times a day.
Copenhagen is a very cool city, though it's breathtakingly expensive. Large parts of it are pedestrian-friendly, especially along the canals. The train station sits below street level; this means it doesn't produce all that much noise, it doesn't disrupt the pedestrian experience along the streets, and it doesn't interfere with Tivoli Gardens next door.
Copenhagen is typical of Europe's larger cities: it's ideally suited for pedestrians, but almost entirely by accident.
Like several other countries in Western Europe, Denmark is well-known for its short work week; most Danes work about 30 hours, and absolutely nothing opens before 10:30 AM or so. Dad and I were flabbergasted as we walked the streets of Copenhagen, a cosmopolitan, urbane city of 2 million people, and at 10:00 on a weekday morning, there'd be nothing open. No shops, no offices, no banks, no cafés, nothing at all would open before 10:30 or 11:00 in the morning. And except for bars, cafés, and restaurants, everything shuts down at 5:00 PM. Still, Copenhagen is a great city to explore on foot.
A larger version of the photo is here, and other street scenes from Copenhagen are here.