Hi, I've lived in KL for 2 years.. If i wasn't back in Aus for uni i'd show you around. It's a nice city center to look around in, and shopping is abundant - although the top brands aren't all that much cheaper.
If you do go there and you're into fishing, check out the tackle shops for some great bargins (Rapala, Sebile, Yo-Zuri lures are all at least half price.. you can find good deals on shimano reels etc).
A bit further away in thailand is Koh Phangan, a fantastic island to explore on a rented motorbike if your into that sort of thing, plenty of natural beauty there and good food.
Can't really comment on the Sabah side, but have heard there's a bit of turmoil. Maybe could climb Mt Kinabalu if your fit and up for an adventure.
Even further away in Vietnam is Sapa.. a truly amazing place.
Just a few ideas anyway. Feel free to message me for info or ideas