KL has lots of options but all have limitations and service can be hit and miss. Its not great but there are things available. Personally I think its hard work and there are much better places to go.
But if you are in KL then:
Bars/clubs
1. Beach Club Cafe - freelance place on Jalan P Ramlee. Completely depends on how lucky you are when you choose the girl. Lots of mercenary robots but some gems.
2. Thai Club - freelance place on Jalan P Ramlee.
Spas - mostly girls from China and Vietnam plus Thailand and others. The places may be run down or not depending on luck.
1. Green Elephant on Jalan Sultan Ismail access at rear of Sungei Wang Plaza
External Link/Members Only2. Spa at the Federal Hotel on Bukit Bintang on lower ground floor. An upmarket hotel with less upmarket Deluxe Health Spa offering FS.
3. Skyriver Spa, Fahrenheit88 shopping centre, Bukit Bintang.
There are many other massage places and spas around Bukit Bintang and the Golden Triangle, many in hotels or shopping centres and others stand alone.
Brothel
1. Amoi in Pudu has many Thai, Indonesian and some others.
External Link/Members Only. Both incall and outcall.
2. Richmoore Hotel, Jalan Pasar Baharu, Pudu. Low price brothel in a hotel and shopping centre, small 6*8 foot rooms with many girls. Very low end.
Forums
1. Malaysia forum, you will need Google translate and a lot of patience as there is a lot of local slang
External Link/Members Only2. Singapore forum with a Malaysia section. Easier to use but less info
External Link/Members Only