I was just in both KL and Bangkok (plus Penang, Kuching on Borneo and my favorite, Vietnam). I never plan to return to KL, but Bangkok is always nice (especially like the Chao Phraya Express Boat).

I was a little disappointed in Penang as well, but Kuching was well worth the effort, and I would like to explore more of Borneo one day. Now, if you want an interesting city, Hanoi is for you!