Don't miss the MC Escher museum:
http://www.escherinhetpaleis.nl/
Don't understand the poster who calls The Hague the worst city in Europe. The Binnenhof / Lange Voorhout area is quite pretty, there are decent bars, a couple of beaches (Scheveningen, Kijkduin, Wassenaar) nearby, good museums (Mauritshuis, Gemeentemuseum, MC Escher), etc.