My mother is a Registered Nurse and has done extensive research on vaccines and immunology. We've chatted on this subject many times and I've done a lot of my own reading online (not on Facebook or chat forums - read articles from medical journals, etc).
Personally, I would vaccinate BUT I would do what's called an "Alternative Vaccine Schedule." Typical Canadian vaccination schedules (not sure about Denmark) involve multiple vaccines being given in the same sitting. This increases the risk of reaction, so I would space them out. You can talk to your doctor as they should have information about alternative vaccine schedules. There are also certain vaccines I would not give, including Gardasil (HPV vaccine - - it only protects against a few types of HPV and many adverse reactions have been reported) and the flu vaccine.
If you have access to a Naturopathic Doctor I would consult with them as well. They'll be able to provide you with a different viewpoint than a traditional "Western" doctor will.
This is a highly controversial topic and a very personal decision. Ultimately, this is your family and as long as you feel comfortable in your decision that's all that matters.
:) good luck!