KUL is pleasant enough and you can stay busy with sights like the Menara or National Museum or Masjid Jamek mosque or Batu Caves. The city also caters very well to shopping (Petaling St., Suria KLCC, all the places around Bukit Bintang and Jln. Imbi), and there are a number of good food places in the Bukit Bintang area (a night on Jln. Alor is good). It can get really hot & humid at times, though.

You can get to Singapore via 24-seat VIP bus in 5-6 hours, or by train. Buses are amazingly cheap and comfortable.

It's also the Air Asia hub, though if I wanted to jump off somewhere on a cheap flight I wouldn't pick CGK. Have been to CGK twice and it has a few places of interest, but it's big and chaotic and doesn't have the rail transit like KUL.

With JOG you could do a quick hit on Borobudur and batik shopping on the Malioboro. There's also KCH, which is compact, has some charm and has several national parks around it. Brunei is also compact and a unique and different kind of place.