Kuala Lumpur is not the typical place you would go to Southeast Asia for, and that's why there's not so much to do here. Apart from walking around the city and visiting interesting places that are definitely worth it, we can mention shopping and the sporting event of the year, Formula F1.
Shopping
Not the typical activity you would expect from Asia. Kuala Lumpur, however, lives a pro-Western lifestyle and across the city you'll find more than one large shopping mall with the world's leading brands.
Leading shopping malls include Nu Sentral near KL Sentral station and Suria KLCC underneath the Petronas.
Those who don't crave the glamour of the originals should head to Petaling Street, or Chinatown, every evening. Be sure to haggle when shopping.
Formula 1
Near Kuala Lumpur, the most famous motorsport competition, Formula 1, and the equally famous MotoGP, have been held annually since 1999. The Sepang International Circuit is adjacent to the KLIA International Airport.
The races are held in late September/early October. If you are in Malaysia during this time, don't miss them. Tickets start at 100 Ringgit (approx. 18 eur).
Gastronomy Corner
If you like to sample local gastronomic bites, head to Central Market, where you'll find a foodcourt on the first floor with a dozen "restaurants" offering cuisine across Asia. Outside Central Market on Kasturi Walk, sample freshly blended fruit juices to sample, delicious coconut green rolls or roasted corn.