Not much Golf in Kuala Lumpur, the land is too expensive there. Best golf in the area is at the resorts near the coast and in Genting.
Johor Baru has many good golf courses that are challanging and cheap. I like the Damian 18 course, it is an uncrowded Public Course and somewhat challanging.
The best bet would take a weekend on Bintan Island and hit some of the courses there. The back nine at on the Jack Nicklus course of the Bintan Lagoon Resort puts Pebble Beach to shame.