Hi, I'm from KL. I don't know why you'd want to buy lenses in KL because I reckon prices for lenses are cheaper in Singapore. Thinking about buying 2nd hand lenses from Singapore myself. :bsmilie:
Anyway, in case you really want to have a look around,
you could try:
1) Key Colour at Mid Valley.
2) YL Camera in Pudu Plaza.
3) Sungai Wang / Low Yat area has a few photography stores (though I don't know what their pricing is like)
If you like, you could try
Photomalaysia and
MIR for some 2nd hand gear.