There's nightlife to spare in KL, from fashionable lounges to sprawling discos to pubs perfect for lounging. Basically, you can expect to pay about RM11 to RM20 ($3.10-$5.60/£1.55-£2.80) for a pint of beer, depending on what and where you order. Although quite a few pubs are open for lunch, most clubs won't open until about 6 or 7pm. These places must all close by 1 or 2am, so don't plan on staying out too late. Nearly all have a happy hour, usually between 5 and 7pm, when drink discounts apply on draft beers and "house-pour" (lower shelf) mixed drinks. Generally, you're expected to wear dress-casual clothing for these places, but avoid old jeans, tennis shoes, and very revealing outfits.
The center of nightlife, if you want to browse, begins at the corner of Jalan Sultan Ismail and Jalan P. Ramlee. Walk along P. Ramlee and you'll find bars of all kinds, plus cafes and coffee shops.
For a little live music with your drinks, the Hard Rock Cafe, Jalan Sultan Ismail next to Concorde Hotel (tel. 03/2715-5555), hosts the best of the regional bands, which play nightly for a crowd of locals, tourists, and expatriates who take their parties very seriously.
The biggest dance club in town is Zouk, fashioned after the ultra-successful Zouk in Singapore. It's at 113 Jalan Ampang, down the street from MTC (tel. 03/2171-1997). There's a cover charge of anywhere between RM25 and RM40 ($7-$11/£3.50-£5.60), depending on what's going on inside.
Bangsar, just outside the city limits, is 2 or 3 blocks of bars, cafes, and restaurants that cater to a variety of tastes (in fact, so many expatriates hang out there, they call it Kweiloh Lumpur, "Foreigner Lumpur" in Mandarin). Every taxi driver knows where it is. Get in and ask to go to Jalan Telawi Tiga in Bangsar (fare should be no more than RM5 or RM6 ($1.40 or $1.70/70p or 85p), and once there it's very easy to catch a cab back to town. During the week, it's kinda quiet.
