Can't think of much current happenings in Amsterdam, but that thread Tokolosh linked should have some useful tips. As far as gigs are concerned, I hope you're not a Liars fan because they're playing at a radio studio on the 15th where you can go for free, but you had to sign in for that and it's fully booked now.
Six Organs of Admittance are playing on the 12th in Paradiso; it's a Sunday afternoon gig.
In Brussels you have to see Grand Place of course, also go eat some waffles. The best record shops I found were Harlequin (just round the corner from Manneken Pis; mostly second hand stuff) and Le Bonheur, in the centre with more underground stuff.
http://www.lebonheur.net
There were also a bunch of record shops on the Anspach (a big road/street in the centre) that had some nice vinyl, but I found them a bit expensive.