I'm very biased as this is my own home town university, but over the years I've heard good things about University of Aarhus' Comp. Sci. department. ( http://cs.au.dk/ ) Points worth noting include a local Google research/dev. office (does Chrome's V8), and the "birth university" of Bjarne Stroustrup of C++ fame. The department has research groups in the following areas: Algorithms and Data Structures, Bioinformatics…
You make a very good pitch! =) Do you know if they happen to have an established exchange program? (I haven't looked on their site yet but I will!) Thanks, this is definitely on my radar now.
They do have a good deal of exchange programs. But if you're not applying through one of the big networks (ERASMUS, etc.), then it's probably down to the individual university.
There are tons of exchange students from all over the world, both Master's and PhDs, so it shouldn't be a problem at all.