Take the train from the airport to Central Station. Just walk straight out of the station and you'll see the main strip downtown. Don't head left, what ever you do, or you'll run into some questionable material (unless you are into that sort of thing). Highly recommend finding the Monica Piss french fry stand, you will not be disappointed. It's right at the end of the street right before you high Dam Square (easy to find, it will have the long line).
At the airport, I found a shop that sold chocolate covered Stroopwafles, highly recommended as well!