As most probably you're doing this for fun, then choose the marathons that you like.

First you should settle on a type of marathon, because you enumerated quite a few. And on the distance as well.

Marathon des Sables is a more than 240km race, more or less self-sustained, so you should be in a quite good shape to finish it. Antarctic Ice Marathon has a 21, 42 and 100km version.

So you have depending on the distance half, marathon, ultra and multi-day ultramarathons. Then, depending on the terrain, you can run on road, mountain, sand/desert and ice.

If you want to run on desert you should start with the Sahara marathon in Alger which is a classical one compared to Marathon des Sables. If you want to run on ice, Antarctic or North Pole Marathons are quite expensive (over 10k EUR), but you also have the Polar Circle, Siberian Ice (actually a half one) or Baikal (you're running on the frozen lake) marathons.

If you want on the road, as you're from Denmark, there are plenty of options in Europe, almost every major city having one. So just a pick a city you want to visit and search for its marathon. Berlin one has a very flat profile so it's very good for setting good times :) (world record is registered there).

If you want on the mountains, Spain and Italy have very good choices. Also Romania, where I live, has very good choices in this area with beautiful and wild scenery. All half, marathon and ultra version. Biathlon and triathlon too.

You also have interesting marathons, like the ones in UK running against horses or a train.