I personally bike about a mile to a train station in Palo Alto, and about a mile from Caltrain to the office in San Francisco.
However, San Francisco has some fundamental problems that make it less hospitable to biking than Copenhagen. It is notoriously hilly, and doesn't have the awesome protected bike tracks that Copenhagen has.
I recently ran across a hard-to-believe, but as far as I can tell, accurate statistic: the Copenhagen metropolitan area has more miles of protected bike lanes than the entire United States combined does. That is somewhat surprising, since the Copenhagen metro area isn't really all that big.
Unless they leave you stranded because they are "full" of bikes. Like most non-local trains during rush hour.