I got married in Copenhagen to my girlfriend (from Ukraine) in April of this year.
Check this out:
http://www3.kk.dk/Topmenu/English/Marriage/Information.aspx
Denmark is easy (as long as you are not resident in Denmark):
It is in Schengen (non-EU nationals now need a special visa to marry in the UK and there are more complications once you are there);
They wanted my passport and Aufenthaltserlaubnis and my girlfriend's passport with activated Schengen visa - nothing else;
It is cheap - 500Kr = 67 Euros (Although the hotels and eating out is not);
You can choose Danish, German or English language for the ceremony;
The certificates are in Danish, English and German (no translations needed later);
Nice scenery and stuff to see.
If you are divorced, you send your Decree Absolut to an office there for prior recognition. You then go to give notice and get an appointment for the wedding.
The wedding was easy, uncomplicated and the people friendly.
I had no problems with registering my wife here in Germany - they recognise marriage certificates from Denmark and no translation is needed.