Hi,
There are a couple of good bicycle shop in KL. here is the
link.. the shops are the the advertiser banner on top of the page.... one is Bikepro and another one is KSH. Bikepro cater more towards road, xc and trailbike while KSH cater more towards mountain bike scene overall focusing on trailbike and "freeride" scene... however, both do cater to other forms of cycling as well... not that they are too specialised... they also do group rides if I'm not mistaken, never been to any of their rides though...
here are a couple of links to Malaysian cycling sites:
http://way2ride.com/forum/portal.php
http://groups.msn.com/malaysiamtbdownhill
http://fakawitribe.com/
enjoy your visit!