Generally, the East coast of Malaysia has a larger Muslim population, which means that getting a beer may be a bit more difficult. If that's an issue the West coast may suit you better. We stayed at Pulang Pangkor island for a couple of days, but that was mostly as it was on our route (Penang to KL by bicycle). We thought it was a nice laid back place.
We liked Penang as well as KL. Lots to do in KL. Malacca is supposed to be nice, but we haven't visited, so I can't comment.
Oh. The food in Malaysia is absolutely amazing, and the people are even friendlier than the Thai (which takes some doing).