I used to be a travel walker, especially around KL. That was almost 5 years ago when I was still in Uni. I found that the best way to enjoy KL is to go on foot. You should only take the bus or light rail transit (LRT) to get into KL, not from a place to another within KL city centre if you plan to see what KL can offer.
If you are coming from Petaling Jaya (PJ), you can drop off at Kota Raya or Bangkok Bank stand, the epicenter of KL city. My suggestion would be to start your exploration from Central Market (Pasar Seni). CM used to be a wet market, at least 25 years ago, and in my opinion, the main attraction of this place is the souvenir. So far this place has not been very "polluted" by non-local souvenirs from China or Bali. You can also find "made-to-order" memorabilia such as potrait sketch and custom-designed T-shirt.
From Central Market, head west to the Dataran Merdeka (Merdeka Square). The walk would be approximately 10 minutes by crossing Sungai Klang at Leboh Pasar Besar. Take note of the Masjid Jamek on the right side when you are on the bridge. This is the actual and original starting place for Kuala Lumpur, and it is also the place claimed to give KL his proud name.
At the Dataran Merdeka, you will see the Bangunan Sultan Abdul Samad, which is one of the most photographed building in KL. You can also find the tallest flag pole in the world that proudly flies the Malaysian flag on the field at Dataran Merdeka, and the old English fountain. Walking back along Leboh Pasar Besar, turn to the Medan Pasar area and you will noticed the beautiful old colonial buildings that feature classical colonial architecture. I strongly think these building original facade should be maintained, and they will look wonderful once restored to their former glory. Over here you can find one of the standing clock tower in KL city centre.
Turn south bound, head to Petaling Street (Jalan Petaling) that is well known as KL Chinatown. Do take note that unlike in Western countries or non-Oriental countries, KL's Chinatown is not the only place you can find Chinese people, Chinese food or Chinese language. The name could be given during the British times, and the Cantonese version (Shee Chong Gai) came from the many wood factories in the area at that time. This place could potentially be a great cultural centre piece for everything Chinese with its many Chinese food places, Chinese book store, Chinese school, Chinese temple and Chinese Assembly Hall. Having a Chinese Heritage Museum, like the one in Kuching, Sarawak will be final piece to fit into KL Chinatown jigsaw puzzle.
The end of the short tour is best spent by exploring and experiencing the various Chinese local hawker food in Chinatown, such as;
> Air Mata Kuching drink, Chee Cheong Fun, Fish Porridge, and Hokkien Mee along Jalan Hang Lekir
> Asam Laksa, Curry Laksa and Yong Tau Foo behind Bangunan Pak Peng
Extreme caution: The food mentioned above are non-halal.