KL's Chinatown is an excellent market area. There is some great street food, an excellent variety of fresh fruits, pet shops, chicken rice shops and temples. The fruit stalls are especially good. If you haven't already found mangosteen, rambutan, lychee, mangos and maybe even durian this is the place to try it. Dragon fruit are also very delicious when available. Try and guess what it will look like inside before you open it. It is the fruit with a pink skin and green spikes.
At night a couple of the streets in Chinatown turn into a tourist-centric market selling copy watches, fake CK T-shirts, computer games, and other stuff at ridiculously high starting prices. This market must rank 2nd only to Thailand's Chiang Mai for pirated gear for tourists, but lacks Chiang Mai's interesting souvenirs. Around some of the street corners are outdoor food stalls selling, amongst other things delicious satay. In fact, I would rate the satay 2nd only behind some of the devine satay stalls in Jakarta.
Chicken rice is a national institution in both Malaysia and Singapore. Penang has some amazing lunch-time-only chicken rice and the phenomenal Penang curry eateries. Malaysian food is not nearly as well known in the West as Thai, but it does have a lot of great dishes that are worth a thorough investigation.
Please note that these images are copyright. Please read my image use section if you want to use them on your website or any other purpose.