Chris,
The Westerlies have just started in the Thailand area, so you may want to consider Phuket? It's close to KL, cheap, nice people, good food, and has some decent spots to ride on the west coast. However, it is S.E. Asia so the wind is sketchy

, but if you have to sit on the beach and wait, Thailand is a good place to do it. (They've got a cable wakeboard park in Phuket too). If we are heading that way and the Westerlies are blowing, we ride at Nai Yang Beach just south of the airport. There are two kite shops at Nai Yang, KBA (Kite Boarding Asia), and Kitezone. Plenty of accommodation options available, from about USD $25 a night up to megabucks. Last time we stayed at a place about 7 minutes walk from the beach, which was really clean, air conditioned, and cable TV, for US $25 a night, awesome value

.
This is the season that Bali is supposed to get some wind, but I haven’t had the chance to kite there yet. Been monitoring the wind forecast for a while now, but so far I haven’t seen anything to get on a plane for? (Maybe Janke has a better report to offer?)
We’ve also been keeping an eye on the wind forecast for the Maldives which has looked pretty impressive lately, but no idea yet on the where you could ride there. You can be pretty sure though that it won’t be a cheap place to house and feed yourself!