Malaysia

I had a great stay at the Hotel Majestic in Kuala Lumpur and will definitely stay there again.

From TripAdvisor, the top spots to visit in KL are the Royal Selangor Visitors Centre - pewter museum, Jalan Alor food stalls and markets, Thean Hou Temple, Pasar Seni (aka Central Market KL). Batu Caves look interesting with waterfalls and hot springs. Next time try one of the Gem Indian restaurants (recommended by Andrew Henderson), located in KL, and two in Selangor. Download a PDF of the KL metro map here.

Outside KL day trips: Cameron Highlands tea plantation, Genting Highlands gondola & Batu Caves, Taman Negara National Park - river boat, canopy walk, jungle hiking.

I would also look into a more extensive tour of Malaysia following Michael Portillo's itinerary in Great Asian Railway Journeys video. Start on the island of Penang, visiting Georgetown. Then go across to the mainland to Butterworth. Take the train from Butterworth stopping at Taiping, Kuala Kangsar, and Ipoh then finally to the Cameron Highlands. There are flights from Penang to Kuala Lumpur.

The Eastern & Orient Express (a Belmond train) have a couple of journeys available, the longest being the 6 night Tiger Express that goes from Singapore to Penang Island in northern Malaysia and a little beyond to Perlis.

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Penang

Penang is a modern coastal city with great weather. AH recommends staying at the Eastern & Oriental Hotel, Penang.

Kabaya Dining Room is one of the best restaurant sin Asia according to AH.

You can take a cooking course at Cooking with Chef Samuel in Penang. 

Eastern & Oriental Hotel