Denmark has the toughest knife laws, so there it's definitely Pingo or SPY-DK. Generally I would opt for less threatening, less tactical choices as it's often the police officer's call whether he dislikes your knife or not. And they tend to go softer on nice small knives with wooden handles than on tactical tantos with black blades...
My recommendation, however, would be a non-locking Swiss Army Knife., even though this is a Syderco thread. It's a great tool while on the road and it ist still considered a tool rather than a knife by most.