Alkmaar is a nicer place to visit, but better in the summer.
Den Haag has WAY more women in it’s two RLDs.
It is possible to do both in one day of course.
If I had to chose, I’d go to The Hague.
Check train info here.
NS Train InfoStandard price in Alkmaar is €35.
Standard price in The Hague is €30 on Doubletstraat & €50 on Geleenstraat.