Wow... Denmark?
How did you guys meet? Did you have to learn a new language? Were you both Americans? How did all of that happen? I am very curious.
I'd move, definately.
I love to travel and I can basically pick up and start over where ever.
I have friends that I've known since I was like 6... and I have one friend in particular who's lived everywhere from Ecuador to Holland to Malaysia to Namibia... and we've kept in touch and visited all throughout that.
I think that... no matter WHERE you move to... you can stay just as close to your friends and family if you put forth the effort. It might not be physical closeness... but I have a couple of friends who I've became CLOSER with since our relationships are more email and telephone based. A girl I went to high school with and hung out with all the time...I learned more about her since she moved to Germany than I did when I was seeing her/hanging out with her every weekend.
I am contemplating a move (eventually...might be some years) due to a guy I've met and kept in contact with. I'm stepping out of my current relationship one step at a time...and I know it will be some time until I'm ready for another commitment