Yup, went there yesterday, and it was very, very lovely! Hanging out with friends, drinking beer and listening to bands such as Fribytterdrømme, Efter Festen, Martin Ryum and Spillemændene (then I had to go home, so I missed Skammens Vogn and Mouritz/Hørslev, damn it). Here's rather catchy "Effexor" (Efter Festen):
AND: Bellahøj is possibly the coolest outdoor concert venue in Copenhagen! Seriously!