You don't mention whether you're staying over in Singapore but if you are, and seeing as this is the budget travel forum, do also consider the overnight couchette train from Singapore to the shiny new KL Sentral in the centre of town: http://www.seat61.com/Malaysia.htm

It's lots of fun and Sing-KL is better than KL-Sing because they don't wake you up at 6am to go through customs.