The whole coast on Oresund north of Copenhagen is in principle a fishing paradise, but reality is that access can be quite difficult due to the houses and development.
You are allowed to walk on the beach in the water's edge and wade in the water outside any house or garden, but this can be quite difficult in some places. But there are stretches where access is easy and parking is right on the water. Some places have stone reinforcements while others are sandy or rocky beaches with direct access.
The area is fishable in western winds, but sensible to eastern, on-shore winds, which will stir the water making it dirty and often full of sea weed - not to mention the waves.
You can drive along the water on the road Strandvejen and you will see many parking spots as well as very fishy looking water. The road changes name as you pass through different villages (Rungsted Strandvej, Skodsborg Strandvej, Humlebaek Strandvej), but is also just called Strandvejen or Kystvejen many places.