Winter Trip - Opinions Wanted

We are thinking of taking a winter trip to Europe around the holidays.
At first we wanted to go before the holidays to see the Christmas
markets.
I work at a school, so it would be easier for me to go after Christmas
but not necessary. If we go after the holidays, then we would also be
looking for a fun place to be for New Year's eve. I've always wanted
to see Copenhagen Tivoli at Christmas, but I was disapointed to find
that they close on Dec 23.
Is this also the case with the markets?
We were thinking of two possible itineraries:
1) The Strasbourg/Bern/So. Germany area
2) Copenhagen/Stockholm (maybe Helsinki-St. Petersburg?)

We'd love to hear some opinions from Europeans and folks who have
traveled to these place in winter. Which itinerary sounds best? Is
before Christmas or after better? We like walking, museums,
architecture, classical music, theatre etc. We are from the US
northeast, so cold and snow aren't an issue.
Thanks in advance!