Don Warrington's Copenhagen: My Kind of Town What do you miss most when you're away? The slightly melancholy quality of the light, which is really beautiful, and the sweet-shop colours of the buildings, particularly down by the harbour. What's the first thing you do when you return? I head for the covered Torvehallerne market to look at all kinds of things, especially food. It's so varied, it's fascinating. And although Copenhagen can be expensive, the markets are cheaper and you can find bargains if you explore. Although I often stay with friends, I like the individuality of boutique hotels and the Alexandra Hotel is full of Danish art and retro furniture (0045 3374 4444; hotelalexandra.dk). It's very central, right by Town Hall Square, and it's not too expensive. Head for the centre, where there are masses of bars and music clubs; the Danish love their beer, although I prefer gin and tonic myself. But don't go out too early because nightlife doesn't start there until quite late - it's just beginning to get into its stride after 9pm. There's a great choice of bars in the 17th-century Nyhavn waterfront district, the old sailors" quarters where Hans Christian Andersen lived. One favourite is Nyhavens Faergekro (3315 1588; nyhavnsfaergekro.dk) with model ships on the walls - very atmospheric. In the meatpacking district, I also liked the Karriere (3321 5509; karrierebar.com) wine bar, which operates as an art gallery and café during the day and a music bar at night - especially on Thursdays when local musicians turn up for a jam. Manfreds (3696 6593; manfreds.dk) serves classic Danish dishes, quite hearty and meat-oriented. It's mostly takeaway but there are some tables to eat in. Noma (3296 3297; noma.dk), which was voted the best restaurant in the world in 2010. There are some wonderful fish and seafood dishes - they serve a lot of herring and brown crab in particular. We had no idea of its reputation when we first strolled in and were amazed by the quality of the food: it was so inventive. To Freetown Christiana - that's the place to begin - and then the Tivoli Gardens, which are old-fashioned and touristy but very pretty. What should I avoid? Sex shops - there are quite a few of them. The Danish are much more open and matter-of-fact about sex than we are, but the shops are really dull, perfunctory places. And I've never been to see the statue of the Little Mermaid because I'm more interested in the dynamic aspects of a city. Public transport or taxi? Shanks's pony. It's compact enough to walk or cycle everywhere. I don't cycle myself, but I like to look at it: the first thing that hits you when you arrive is all these people on bikes. Scandinavian fashion is very hot and stylish at the moment and there's a sharpness to the cut of Danish tailoring; so I would bring back a jacket or suit. Manbag or moneybelt? I take a bag - Copenhagen is a safe city, so there's not a big problem with pickpockets. Anywhere that isn't your kind of town? I didn't care for Ouarzazate in Morocco. It's known as the door to the desert and it's become a favourite film location, which was why I was there to make a movie. But there's not much to do there otherwise. And it has a mountain range, which I don't like. They make me feel odd - for me, they create an oppressive atmosphere. Don Warrington is directing Rising Damp, which is touring UK theatres until July 20. For more information, see: risingdampontour.com.