PS. If you look for world wide distribution I would not go for a small Danish provider - sorry, but no cigar!
Even though I on some points agree with you on this, I think it's a little short-sighted. As it is right now a lot of the really big newsletter providers actually have quite a lot of problems delivering to small ISP's in europe and in Denmark specific (TDC being one of the most hopelessly managed e-mail arrays currently, regarding to newsletters and mass mailing).
This is because a lot of the so called international (global) ESP's is actually just american companies focusing on the american market. They "secure" their delivery by signing up to white-list services like sender-score and sender bonds and the like. The only problem is that in most cases that only get them quicker to the front door of some of the larger ISP's and web-mail providers like hotmail and yahoo (in some cases it actually doesn't do anything at all). It doesn't do much in regard to delivering to TDC, forum.dk or other minor local players in the market. So often you'll find a local ESP to have better performance in those areas than the big "global" player, because they "know" each other form the local business market.
The reason is that you can't buy white-listing with money even though a lot of people think it, you need to be present and talk to the ISP's and manager of the mail servers whenever you whitness a problem and try to solve it together and maintain a good reputation. The larger companies often ignores the small mail-services in smaller countries and for many american ESP's the whole of europe is a small country in many cases. :-)
So there might actually be a good reason for signing up with multiple local ESP's if you want to deliver better in specific local regions. It's a bit the same as when using a CDN to distribute your content. Unless of cause you can find one company being locally (As in focusing on each individual country or region - no need to have a physical office) present in multiple countries.
Where I agree though, is that a small local ESP which is just a part of a larger CMS-solution or hosting company isn't probably going to yield a better result than the international in the local space. This is not so much because they are local, but because in most cases they don't care and often see the email delivery system as something that just works and doesn't need constant maintenance and monitoring. They focus on the larger CMS-platform or hosting business and the e-mail-delivery part is just a minor business in their company.
Seen from a technical standpoint a Danish (Swedish, Norwegian or any other small country) provider might be just as good regarding delivery as an american provider. You don't get better credits for being an american in the e-mail delivery business, even regarding to delivery for hotmail or yahoo mail. It's all about reputation and monitoring, making sure that your e-mail delivery network isn't blocked and sending to spam-traps.
The larger the company the harder it actually is to control your servers reputation and monitor them (which is why many companies think they can buy themselves white listing), but the larger you are the easier it just is to hide small volume deliveries with bad recipients in your stream.
So in some cases it might look like it's a better idea to send through a large one because they might not discover that you actually have a problem which is related to spam-traps and bad recipients (bad list management). However from a pure technical stand-point regarding delivery it shouldn't make a difference as long as your ESP adheres to the postmaster best practices, which is possible to do for both the local and the large global company alike. :-)