Den Haag to Delft is a pretty cycle ride. As above Kijkduin would be my choice of beach along with Ter Heijde - both easily accessible if you hire bikes - in the season there are some nice beach bars set up - usually on stilts to avoid the tide! Scheveningen does get rammed but it's worth a stroll along the prom and there are some decent seafood restaurants around in the harbour.
I used to surf Scheveningen a lot when I lived over there - mainly in winter - the south side of the harbour is a surprisingly decent wave on a big North swell. It's also really popular for kite and wind surfing (there's a reason for that...).
The Jordaan area of Amsterdam is nice for a wander with a good selection of cafes and brown bars. I'd definitely recommend a canal cruise - touristy, but gives you a good perspective of the canal system and fills you in on a bit of the history.
It gets slated by people living in Den Haag and Amsterdam but Rotterdam is well worth a trip if you have the time (only 20 mins from Den Haag on train). A really vibrant, modern city with an entirely different feel to the medieval cities - very striking modern architecture and a really impressive waterfront. Good art galleries and museums too. Must sees are the cube houses, Erasmus bridge, get the water taxi to Hotel New York for coffee and apple cake and have a mosey around the Oude Haven and Veerhaven. Harbour tour is also good - takes you right out to the mouth of the Maas to see the huge container ships and oil tankers.