I would not recommend the Amsterdam card that Jazz & Travels refers to. You want the Museumkaart. You can skip the ticket sales line which speeds up the process. At the vanGogh, I was able to go straight to the security checkpoint (no one gets out of going through the security checkpoint lines - regardless of whether you have a timed ticket or a pass). At the Rijks, it almost depends on the mood of whatever guard is watching over the main entrance to the building. I had a few guards that let me bypass the giant line outside of the Rijks and go straight inside to any of the multiple security checkpoint entrances, and I have also had a few guards that didn't care I had a Museumkaart and wanted everyone in the same line until you got through the main entry doors and then you could split off and go to security while everyone else made their way to the ticket counter.
One of the posters that lives in the Netherlands could recommend a coastal town, but I know when I asked about going to one in May, I was told how cold it was going to be and to not waste my time - so I'd imagine March will be far colder, but if that town interests you because of the chess tournament, then by all means, go for it and dress very warmly.