If you want a sampling of Malaysian cooking, Jalan Alor is the place to go. No trip to KL is complete without at least one evening meal here. For about 1/3km, both sides of the street are solidly packed with restaurants and outdoor cookstalls, about a hundred in total.
The restaurants operate all day, but it really kicks into high gear when the sun goes down and it becomes cool enough to sit at tables on the sidewalk. From 7-9pm it can be hard to find a seat, but if you hover near a place that looks or smells interesting, the staff will find you a table.