I've never actually used a printed translation dictionary. If you're mostly looking for pronunciation help, Google Translate ( translate.google.com ) is actually not that bad. Just set the translation from Danish to English (or whatever), type in the Danish word or passage, and after it translates, you can click the speaker icon in the text box, and it will read it aloud. Granted, this is an automated, computer-generated voice, so it's not going to sound that natural, but it's great for understanding the basic phonemes of a word; especially when you're talking about a language as unpredictable as Danish.
If you want something to take with you, I'd highly recommend the app by Gyldendal called "Engelsk Ordbog - Large" (iPhone or Android). It's easily the most comprehensive Danish dictionary I've found available to anglophone markets; print, digital, or otherwise. It translates from Danish to English, and from English to Danish; but keep in mind that it's intended for use by Danes, so only English words are given phonological references. However, this resource is a great step forward from Google translate in that it lists multiple definitions with examples, as well as phrases that may be closer to what you're looking for. Example: "ane" is given the translations "suspect", "sense", and "see faintly"; but close to 10 phrases are also offered, like "det aner jeg ikke: I have no idea; I haven't a clue", and "lade ane: hint at; suggest".