I really thought The Hague was truly lovely and worth the trip to visit. It is an easy trip from Amsterdam Central Station to the Central Station in The Hague. There are beautiful squares, tons of restaurants and cafes, many with outdoor seating. There is outstanding old as well as contemporary architecture.
Highlights for me include:
Mauritshuis Museum at Plein 29: This is a very special museum that is not to be missed if you can make it to The Hague. The old masters are spectacular including works by Rembrandt, Jan Steen, Jan Brueghel the Elder, Frans Hals and Paul Rubens. The highlight to me was seeing three works by Johannes Vermeer including the view of Delft and his famous Girl with a Pearl Earring plus the beautiful The Goldfinch by Carel Fabritius. There is a brasserie on the second floor which is a perfect setting for an afternoon coffee or tea.
A short walk from the Maurithuis Museum is the Escher Museum in Het Paleis. This is a museum dedicated to the world-famous artist, M.C. Escher that is located in the former winter palace of Queen Mother Emma of the Netherlands. There are permanent and temporary exhibitions.
For contemporary dance enthusiasts make sure to try to see a performance of The Hague based Nederlands Dans Theater which gets excellent worldwide press.