Sort of know peninsular Malaysia all too well. One thing is that food can be very regional if not local hence the expression commonly used in east Asia, "This place is famous for its...." "Place" can be anything from a particular establishment (which will have imitators) to a whole town.

Air travel between the major destinations would be the most reliable if train is not an option (may be difficult to book ETS - the long-haul train service - if not booked in advance of major peak demand). Takes about an hour between PEN and SIN and KUL is circling around (last flight into KUL, the a/c flew south of MKZ before turning around to get in line with the incoming KUL traffic). In KL, you have the option of SBZ (the former KUL) which has much lighter traffic than the current KUL so may be less prone to ATC delays and reduced flight times. Flying into Singapore, you also have the option of XSP though SIN isn't a major hassle to get in and out of despite its volume and size.

Other than the booking hassle above, long-distance trains are limited by seat availability and frequency (not enough train sets/extra carriages).

I would say that Penang has probably the most to see of historical interest. I would be tempted to give the place at least 3 nights, staying in or on the edge of Georgetown (E&O may be quite affordable if booked in advance, and there are quite a few charming Chinese mansions). PEN was once difficult to get to by air (had to go via KUL or SIN but more options now. Not sure what 1-stop connections there are from (presumably) YVR. CX via HKG should be one (and I guess SQ via SIN another).

You can get to/from KL by rail (have to get over to the mainland rail station at Butterworth) or air (KUL which is quite a way south of KL city, or perhaps SBZ which is a little closer), as well as car. The latter would give you opportunity, if you have time, for Cameron Highlands (I find only the south part, up to ~Tanah Rata) interesting these days. Some people like Ipoh but I am not sure of the attraction. There is also Taiping.

KL is a big sprawly place which just doesn't have that much charm (and this is my impression since the mid '70s). Almost pressed to say what is of historical interest (other than some old colonial mansion neighbourhoods which were recently used as standins for colonial Singapore. It seems the Petronas towers are the big tourism draw. The administrative capital of Putra Jaya (close to KLIA but a pain to get to/from due to incomplete highways) may be worth having a look as to what a futuristic Islamic city looks like (it was/may still be more surreal visually if there's a haze in the air as it gives it more of the feeling of an artist impression).

Malacca/Melaka I'd give a whole day (so possibly 2 nts). Jonker St, the Dutch fort/church, ancient Chinese cemetery and the river walk are the highlights. It is pretty much reachable by road only, so either bus or private car (self-drive or chauffeured). MKZ lost all scheduled service for a while but it does appear TR has resumed limited service on weekend (F, Sa, Su) to SIN. Interesting enough, and I would give it at least a whole day (so 2 nts). The rail line is quite a ways inland so not a viable option. IIRC, Jonker Street comes alive for the weekend but it's also noisey and congested with foot and vehicular traffic (got to enjoy that in November).

Since middle of last month, you can now take the train between KL and Johor Bahru (not sure how one gets from JB to SIN other than by bus as the metro line isn't operational yet) which may be a good option if you think air takes too much time and road may be hindered by traffic (see below).

I have avoided mentioning bus but they are available. There are the luxury ones with 3 abreast recliner seat configuration as well as the more standard 4 abreast configuration. Reputedly/reportedly some bus lines are betters/safer than others (I've only taken the bus between KL and KUL). The only drawback with bus into Singapore is having to disembark (with bags?) at both side of the causeway border for passport control. The main highway/expressway in Malaysia (so Butterworth/Penang to/through/around KL and to Johor Bahru/Singapore can be occasionally closed due to traffic accidents or come to a crawl because of roadworks. Road traffic volume in Malaysia has been increasing due to promotion of the local car industry and you have the mixed bag of speeders and very slow commercial truck traffic for roadways that are only 2-3 lanes er direction with the predictable results.

In summary, if you do fly into KUL, I would continue by air to PEN. From there, 1st choice is air PEN to KUL followed by train. If trying to fit in Melaka, road. Melaka to SIN, air if the schedule fits, and if skipping Melaka, air KL to Singapore.