museums close at 5 so that';s not a good option except for the weekend. If you do have a chacne I highly recommend the gemeentemuseum (world class modern art - lots of mondriaan and escher), mesdag panorama museum (an impressive panorama painting from one of the hague's most famous painters - few similar panorama paintings still exist int the world), and the mauritshuis museum (old Dutch masters).
One day a week shops are open late (sho[pping is very good actually).
I would check the torusit informaton site for more particulars (called VVV Den Haag).