In my experience, arriving in one city and departing from another is not the least expensive way to travel. Round trips from one location tend to be less expensive. I am not certain, but you may be able to get relatively inexpensive flights from Berlin to Copenhagen via Virgin Express.
Berlin is extremely expensive.
For the best room rates, it is usually better to stay in the East. The telephone numbers were pullled from an old guide and may have changed with the revamping of Berlin. I was in Berlin earlier this year for business and can say the city is one large construction zone. The area around the Brandenburg gate is undergoing complete rennovation as the German Parliment will move back to the city in the near future.