My wife and I enjoyed both Den Haag and Delft on a couple day excursion. We stayed in Den Haag and planned to do a full day in both Den Haag and Delft, but are plans changed.
We caught the train over from Amsterdam to Den Haag late in the afternoon so stayed local for dinner. In the morning got up went to Delft for the day, and loved it. Not for the educational or historical side, but more a social experience. Marriages taking place in the town square, the outdoor cafés were packed, just a beautiful spring day – the town was alive. We explored neighborhoods, chatted with people walked the canal, and just took in the entire town. We must have walked 15 miles.
Day 2 was Den Haag day. Once again, we were up early and fortified by a wonderful cup of coffee and pastry, we did a self-guided walk around the Noordeinde Palace and the surrounding park, and then to the Peace Place. There is some cool alleys and side streets in Den Haag, but does not have the charm of Delft. Probably because it is a government center.
It was outside the Peace Palace when we got the phone call that are flight was cancelled and please call United to reschedule. When I called there was something like a 3 hour wait. The reason was Eyjafjallajökull, the Icelandic Volcano. Here is the rest of the story -
Stuck in Amsterdam - So if fairness we did not get to spend the time in Den Haag and do the things we wanted to do.
To answer your question, and thinking Friday after a full day and night of travel, I would recommend one or the other. If you are looking to chill and adjust your internal clock to Europe, I would say Delft. If your heart is set to take in the museums and the Peace Place, Den Haag would be my choice. I think you will cheat yourself if you try to do both. Of course… IMHO.