Visit the Teylers Museum (http://www.teylersmuseum.nl/) which is the oldest public museum in the Netherlands. The museum hosts a collection of fossils among which the famous Haarlem specimen of Archaeopteryx, minerals, historical scientific instruments and works of art, exhibited in a 19th century manner.
The Patronaat (http://www.patronaat.nl/) is Haarlem's largest venue for live music. Their Fridays and Saturdays are dance nights and generally packed.
On summer days, hang out in the sun on Haarlem's 'Grote Markt' near the Grote Kerk after a long day of shopping or go sightseeing in Haarlem's ancient city centre.