Denmark has indeed few rivals in some respect.
My Tenerife winter neighbors go to Denmark every summer with 3 other couples, whom they befriended in Tenerife. Each of them always rents a beach cottage. The beauty about it is the following:
No hotels are by this beach, no big buildings. Only the comfortable beach houses which stand way back from the shore... A most serene view leads from them over several dunes towards the ocean shore.
This is the best way to spend holidays in my mind.
However, this might not be ideal for young tourists who want seaside resorts with action.
I believe that all holiday accommodation near beaches is free of surrounding hotels in Denmark. Am I mistaken, as I have not been there myself?