Marselisborg Palace (Marselisborg Slot), built in 1902 as a gift from the Danish people, has since been the summer residence of Danish royalty.
When the queen and her family are in residence, the Changing of the Guard takes place at noon everyday, and is a spectacle that's worth seeing. While the palace itself isn't open to the public, the surrounding gardens and parklands are.
Highlights of a visit to this 32-acre park are its large lawns with their many sculptures and ponds, as well as flourishing rose and herb gardens.