Try the Chinatown area, specifically Petaling Street. There's a bit of food there (caution: it's Chinatown, not halal!), and as I recall, outdoor street type markets. But be prepared to haggle - hard.

In case I'm wrong, the other place you can try is Sungei Wang Plaza (across from Lot 10 shopping center). It's an enclosed shopping mall (albeit a bit beat up but that's a good thing), but the products sold will be of more reputable provenance. If you buy from these store owners, again, don't be afraid to bargain aggressively.