This paper proposes a robust optimization approach for optimal operation of microgrids. The uncertain output variation of renewable energy sources (RESs) is addressed by collaboratively scheduling of energy storage (ES) and direct load control (DLC) through a two-stage complementary framework: an hour-ahead charging/discharging of ES and a quarter-hour-ahead activation of DLC. The objective is to maximize the total profit of the microgrid considering operation and maintenance costs of ES units, wind turbines and photovoltaics, and transaction with main grid and customer loads. Assuming the power output of RES randomly varies within a bounded uncertainty set, the problem is modeled to a two-stage robust optimization model and solved by a column-and-constraint generation algorithm. Compared with conventional operation methods, the ES and DLC are coordinated in different time-scales, and RES uncertainties are fully addressed during operation decision-making, ensuring the solutions to be optimal and robust for any realization of uncertainty. The proposed methodology is verified on the IEEE 33-bus distribution system through a wide range of different tests.