Kuala Lumpur, the captial city of Malaysia hosts the Malaysian F1 Grand Prix every year and that's what me and my friend went for. The city is really cheap and has something for everyone! We stayed in Bintang which is close to the metro and has a lot of activity happening through most of the day...
You pretty much get everything in Bintang. There are a bunch of really cheap budget hotels there and you can get a room for 2 for as less as US$ 12 a day. You don't even need to book in advance. I suggest land in Malaysia, take one of those airport buses that drop you in Bintang and them walk around asking for a room at a budget hotel.
Bintang offers a lot of shopping! For women, its a paradise coz of the number of shoes and bag places out there and its dirt cheap too...you can buy a bag from a decent shop for as less as US$ 15 and shoes for even US$8-10. But beware of the roadside stuff. It tends to fall apart in a month
KL is a really clean and beautiful place. The petronas towers are pretty much visible throughout the city and are a magnificent sight to see. We didn't get time to go there but i've heard you can go right up to the bridge connecting the two towers!
Traveling in KL: Take the metro to most places if you can. The cost depends upon the distance but is usually about US$ 0.5-1. If you're taking a cab, its generally very cheap and you can bargain with them to reduce the price before you take the cab. For cheap airport transfers, you can take the bus from the airport and call them on your way back!
Food in KL: There are a lot of good places to eat and you can pretty much find what you want to eat there. We loved eating at the roadside noodle places there! It's dirt cheap too. We paid one dollar for a bowl of tasty noodles. We also found an indian restaurant there where all you could eat food was for about US$ 2.5.
Things you must do in KL:
1. Go for the Dish Spa. It's not as creepy as it looks but its an unusual experience!!!
2.Go shopping but be careful. Dont buy roadside shoes and bags! I bought some really cool malaysia tee-shirts from a chinese hawker for US$ 1.4 each...
3.Go to the chocolate factory!
