If you want an adventure, go to Low Yat Plaza.
I have been living in Kuala Lumpur for two months and have gone to Low Yat at least six times since i've come over, it is a very interesting place, very crowded at times and every person trying to sell you something calls out to you. The first time I went I thought I would never go back because it was just 1 big cluster of confusion. As I went again for things that I needed, I learned to love it and avoid eye contact with the vendors to avoid them talking to me. It is worth the trip and money if you buy the right thing, if you become a regular there are nice vendors who help you and are genuinely truthful with you. I would recommend it to anyone who needs anything electronical.