I went for "She's So Cold" as well. Denmark missed out on it during the 'A Bigger Bang Tour'.
"Dead Flowers" was just played there on their last visit ( 2007 ) .
"Bitch" was played in Horsens in 2006.
It's been a little while for "Street Fighting Man" in Denmark .... 2003 + 1995 and 1990 .
However,"Get Off of My Cloud" and "It's All Over Now" both would also work as they haven't been performed in Denmark since the '60's as far as I am aware.
So,really,if you think about it,they should be playing THREE songs off of this list (if not four) at this show .... "She's So Cold" / "It's All Over Now" / AND "Get Off of My Cloud" .