I was born in West Malaysia and have visited most places in it. Personally, I wouldn't recommend KL for a holiday in a month of Sundays. There are far, far nicer places in West Malaysia imho.
What time of year are you planning on going to Malaysia, please? That makes a difference to the sorts of things that you would be likely to enjoy, and therefore where best to go. Also, what sorts of things do you like doing whilst you are on holiday?
Totally agree with this, we stayed a few days in KL after a holiday in Langkawi, wished we'd not bothered with KL at all, its a big city a bit similar to Singapore, OK for a stopover but not for a full holiday and Sentosa was not great either. If I was to reccomend a far east city for a holiday it would be Hong Kong every time.