When you transit at KLIA, if you go down the escalator towards immigration, at the bottom of the escalator there are a couple of booths from all the major networks (Celcom, Maxis, DiGi). Setup is pretty simple (copy passport, put SIM card in your phone, add credit) and quick.

I use DiGi, and it works pretty well when I've been to KL (go there for work a lot) and Penang (for holidays). But they're much of a much to be honest, and the prices are pretty reasonable on the whole.