All sorts of places. Stay at the Flying Pig Hostel-cool as fuck and right downtown. Hit up the Red Light for sure
Do not go the sex shows, waste of money-you can watch people fuck for in goofy costumes for $40 or you can go fuck a FINE ASS European broad for $40...hmmm.
As for coffeeshops, try to stay away from the tourist places. I really like the Old Style. Bulldogs are all right, De Rokerij has some kill. Try and make it out to Haarlem, mostly residential but its nice and meelow out there. Besides downtown, Rembrandtsplein is the SHIT! All the museums are cool and it's just a nice place to relax and smoke. Hit up the Cannabis College in the Red Light.
At all costs, just ignore all the Moroccans selling coke/Ecstasy on the street! Don't even talk to them-they are the shadiest people on Earth!!!
Have a great time!