Copenhagen Jazz Festival has a dizzying 1014 concerts* in the schedule. Use my Jazz Festival Concert Finder to find something you like.
The concert finder is based on the same Last.fm mashup, that Morten and I used for the Roskilde concert finder. As an added personal incentive, the Jazz-finder is made purely with HTML and JQuery - no server code.
* The number is according to this unofficial calendar of events.