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its a little outdated - but not to be missed are the Twin Towers, KL Tower (for excellent views - better than TT), Star Hill shops and other shops in the Bukit Bintang district. Bintang Walk is also there and has a good range of cafes and eateries. For computer hard and software - head to Imbi Plaza in that area - the whole mall is exclusively used by computer retailers! Clothes wise - GAP in Malaysia is know as PADINI and Isetan, Parkson, Tangs are the major departmental stores. Surfwear shops are also located in StarHill Mall - which also has one of the best cafes in the city - SHOOK! - located on the basement serving a fusion of Asian and Western dishes - with service from the attached JW Marriott Hotel.
The other major shopping centre is Mid-Valley MegaMall - a behemoth of shops, cafes, etc. with a large Carrefour which has cheap original CDs. You need a cab to get there as its only accessible from the main city's Federal Highway - heading out towards Bangsar and other suburbs.
However, for food and drinks - head out on the PUTRA-LRT system (eg. from the Underground station at KLCC-Twin Towers) and head for Bangsar. It is about 10 mins walk UPHILL from the station or alternatively just catch a cab from the city! This is the golden square mile of cafes, bars, restaurants that has changed KL! Best times to go there is evening for drinks and dinner at some of Malaysia's and possibly Asia's best restaurants - serving local, western and so-called 'Modern Malaysian' or 'Pacific Rim' cuisine. Best place to start would be Jalan Telawi Tiga - which is at the heart of the district.
Do try to see something in the Lake Gardens (near Bangsar) since this is one of the largest parkland areas in a Southeast Asian city and makes KL one of the greenest cities to live in. There is a deer park, butterfly farm, botanical gardens amongst other things.
Near KLIA is Port Dickson - an old seaside resort which opened in the 60s but poor management and pollution almost cost it its reputation in the 80s. Now redeveloped and only minutes away from KLIA - it houses a Marina and has a nice beache with hotels, etc. Look out of the window as your aircraft turns out at sea to intercept the localizer for KLIA - you'll fly over it if you approach from the South.
Well - as cities go - shops, shops and more shops. Try going to Petaling Street in the early evenings for a real Chinatown street market which hasn't changed in decades. Bargain for your fake Rolexes, etc...can be quite fun and then cool down with your purchases at the Bull's Head pub at the Central Market (a bit of a tourist trap mind you).
Kuala Lumpur is one of the most underrated cities in the world. I spent my first 8 years growing up there and it was a sleepy backwater 'town' but it really has changed and is constantly changing. Over the last few years - it has climbed its way to become rated quite frequently as a top ten city by various magazines and surveys - the important thing is the fact that most guidebooks only have limited information on KL and have not grasped the fact that KL is sprawling - a little like LA - with many different districts spread quite far apart - there is a lot more than the few miles in the centre that guidebooks only seem to cover.
Any more info - just e-mail me...
also check out www.bradmans.com - was supposed to write the chapter for their 2001 edition but lost the contract as I was on holiday!