To all in Aarhus, this was mentioned earlier in the thread but it really is much cheaper to book train tickets on dsb.dk. I very nearly bought at the machine at the station today but just found it to be less than half the price online. It’s the same for going back to Billund airport via Vejle if you don’t mind changing.
For cheap day time pubs, try Flintstones Pub (25 kroner a pint), Waxies (32) or Kurts Mor (30).
First time poster, long time lurker. Hope this helps fellow tourists.