A bit off-way from KL city is Bangsar. There's so much to do at Bangsar; hip pubs, good food (hawkers and restaurants), night market, shopping malls. A very popular place with the local expats.
Take a taxi from KL city, ask the taxi to go to Jalan Telawi in Bangsar - that's where all the good stuff is (less than RM10)! There are some good hotels in Bangsar too.
Take the Putra LRT to Bangsar station, then a feeder bus to the main strip around Jl Telawi.
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Areas like Asian Heritage Row and Changkat Bukit Bintang in the centre of the city have since taken over the 'Soho' crown.
Some of my travel pieces are online at web.mac.com/deliriumuk/editorial
Asian Heritage Row - take the KL Monorail, Medan Tuanku Station. It's right outside the station.
CBB - KL Monorail Station Bukit Bintang. A two minute walk away, you can also get some great Chinese street food at Jalan Alor on the way