Ok, I can offer you lots of help on topic ... Been to Malaysia many times on business trip ...
(1) Check some of sites that have quite eloborated details on clubs/pubs/things to do. KL is quite happening place and full of exptariates so you will be able to find almost everything you are looking for. There is plenty to do in KL and you can find almost anything you looking for.
(2) Best place to party is Ampang area where plenty of clubs and pubs are (its same area where Petronas tower is). Drinks are usually bit pricey from local standard ($5-$10 for beer depending on which place you going) , BTW bewaare of ladyboy (shemales)
(3) Join one of expat forum, most of them have weekly gatherings (I would recommend alloexpat)
(4) There are quite amazing options when it comes to food , head to Changat Bukit Bintang , You can find food from almost all regions.
(5) You will find shopping great experience as things are much cheaper and better variety and ranges areavailable, Specially electronics , clothes and shoes
(6) Melaka is city with old structures from portugese time, you will enjoy colorful manual rickshaw and river cruise to see dragon lizards (Smaller than comodo , cant recall what they are called)
In general both KL and Melaka are quite modern and have all the amneties and facilities you may need and look for, so you gonna enjoy your time. Specially when local girls have strong urge to date masale (white man)
) just beware that girl is not Bhoomiputra (local muslim) else you might have to marry her if culture police will catch in compromising (read alone in room) position. But you can divorce her also immediately by paying "Mehar" (amount agreed during marriage) ...
Should you need any more specifics , PM me ...