Some of the suggestions here are pretty accurate. I would add a few more things.
Food: Best to try dishes that are made famous in their local locations. Don't stray out of this. If someone says try Assam laksa in KL, don't. It will never be as good as if you're in Penang. Some foods to try in KL are, Nasi Lemak, Cha Kwoe tiau, Bak Kut Teh (nice ribs broth). In Penang, Assam Laksa, find a nice indian mamak store (KL applies too), Beef Rendang. You want authenticity with Nyonya dishes, so try to find a place that only serves Nyonya food. Penang is a good location for this.
As far as beaches are concern, I would avoid Langkawi. I would go to Pangkor, tioman or redang island. You will be glad you did.
Forgot to mention the night markets or Pasar Malam. You can always bargain, but if you're in Penang, make sure to speak in Mandarin (if you know how), and Cantonese if you're in KL.
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