The main atrium of Low Yat Plaza in Kuala Lumpur
Low Yat plaza is definitely the place to go for small electronics, especially digital cameras and laptop computers. Prices here are very competitive with other places around Southeast Asia, but as always, know what you'll pay at home before you go.
The plaza is somewhat hidden away in the Bukit Bintang area. I usually get there either by walking through Sungei Wang Plaza or through the alley across from Times Square.