Chances are, if you have talked with someone about shopping in KL, the words "Pasar Malam" have come up. Pasar Malam simply means "night market", and at these markets, you will find some of the best deals on your trip.
A night market, for those who have never seen one, are huge temporary shopping bazaars. In KL, they will close down a series of streets or parking lots, and people will set up tables, chairs, generators, displays, food stalls, and awnings, all hawking wares. People will be selling things like fake Rolexes, fake Oakley sunglasses, CDs, DVDs, household goods, groceries, clothes, food, drinks, and produce. If you want something, chances are that you can find it at a night market.
There are eight or ten large night markets and several smaller ones in KL, and they operate on certain days. One of the ones with better deals is at PETALING STREET in Chinatown. This one starts every day at about 7pm or so and goes until at least 10pm. This place can get crowded, and it is very popular with locals and tourists alike.
Another great market is at BANGSAR BARU, or just Bangsar, as the locals call it. Bangsar is a popular expat area in KL and has many different pubs and clubs also. The night market here is also every night, starting at about 7pm. This one isn’t so closely packed, so it might be a bit better for the claustrophobic.
A HUGE market that happens only on Saturdays is located at LORONG TUANKA ABDUL RAHMAN. It’s a great market, but only on Saturdays. This is my favorite overall, but I often seem to miss it because it’s only one day a week.
There are also several others, like Central Market and others around Petaling and Chow Kit. Many communities have their own markets that are a bit more informal. In KL at night, if there is an open spot, someone will move a stall in and start selling things.
It’s a fun, lively environment full of good deals. Just be sure to leave your purse at the hotel and keep your valuables in your front pocket. It is a safe area because there are so many people, but there are pickpockets around who won’t miss an opportunity. The areas can also get quite packed and hot. Some of the elderly or people with special needs might find it a bit hard to get around with so many people. It would also be fairly easy to get separated from small children, so take that into consideration.