Hi
I don't really know whether you'll get a better deal in KL, but Singapore and Hong Kong are generally considered 2 of the better places for electronics stuff in Asia.
If you are buying your Mac in Singapore, the 2 good places are Sim Lim Square (Rochor Road) and Funan IT Mall (North Bridge Road). There are AppleCenters at both places. However, the forums suggest that SGL Marketing at 02-22 Sim Lim Square has a good reputation for kindly service. There are also other shops there selling Macs. You may check them out.
Sim Lim Square is also a good place to get bargains for stuff like RAMs and portable harddisk. The prices here are generally the best in Singapore. But when shopping here always check with a few shops before buying. You can always return to the one that offered the lowest prices.
I strongly suggest you do a bit of research before you come. Make a list of the models you'd be interested in & take note of their prices back home. Some of the salesmen at the level 1 shops (mostly home entertainment, video cams, etc) are masters at upselling. Give them half a chance and they'll try to sell you more than what you need, even what you do not need. So knowing what you want and a bit about the prices help. Remember also that these guys are not the Ritz Carltons of the world, so don't bank on good customer service. Drive a hard bargain, or simply walk away.
The computer shops at the higher levels are generally good bargains. 3 shops where I've had positive experience are Bizgram, Fuwell, and M Technic. Happy shopping.