If you live in Thailand and you have a tourist or non- B visa it’s a normal thing to do so called “visa run” and most people go to Kuala Lumpur the capital of Malaysia. My friend from Couch Surfing Catherine showed me around the city and the surroundings. On the first day she took me to Batu Caves a bit outside the city. You need to climb 200 steps to go up. On the way you have lot of monkeys running around and as most of people play with them and take pictures, I was completely traumatized still having in my had picture of monkey biting me in Paradise Park Farm in Koh Samui. Luckily those monkeys were quite friendly and apart from stealing food from people there were harmless. After going down you can try at the local market some delicious, Malaysian food. It is almost as good as Thai food.
My favorite place in KL was Sky Bar at the top of the Traders Hotel. You have incredible view on the Petronas Towers(457 meters high) and swimming pool inside. The drinks are quite expensive but its worth the view, in the end its cheaper to have a cocktail there rather then to go to Petronas bridge and pay for the ticket.
During the day you can go shopping in the Petronas shopping centre . If you want to go shopping somewhere cheaper you can go to the China Town.
Apart from the city center I visited a small city close to KL- Putrajaya. All the government buildings are located there. It is about 30min drive from the city or you can also take a train there. Half a day should be enough to see the whole city.
During the evening you cant get bored. There are plenty bars and discos to go out in the Bangsar district full of locals and expatriates. You can have a drink and after go dancing. Another very cool area to go out is Changkat Bukit Bintang. Good news for the ladies: in lot of the bars the girls drink for free;) Its true I checked you get pretty weak drinks but they are not too bad for their price.