Thanks david.b and elena-m for your posts, there are some more great suggestions there.
elena-m, I am 28 and my girlfriend is 23 although we both enjoy doing "young" and "old" activities. I've been to Köln and Luxembourg already, although I've been to Luxembourg for work. I've heard Düsseldorf is also good.
Thanks for your suggestions! I'm very impressed by all of the contributions on this Forum.