Take a Cab! Its cheap and its faster than taking the train...you also wont have to carry all the luggage from the train station to the taxi counter at the Sentral station. The cab takes only 35-40 minutes with no waiting 15-20 minutes for the "next train". I used to take the train but the taxi is so much more convenient to get to the PJ area. If I was staying in downtown KL I'd take the train but for PJ take a cab!