...stay at Traders Hotel, Kuala Lumpur.
Apart from its nice, modern interiors and lovely little pool on the rooftop, it's located right smack in the middle of KL, with an unbelievable view of the KLCC Park and of course, the Petronas Twin Towers.
Go jogging in the park in the morning and then have a bite at one of the many cafes at KLCC (KLCC is the shopping mall at the base of the Towers). Traders Hotel is also within walking distance to the shopping district of Bukit Bintang. Public transport is conveniently available in the form of the nearby monorail and LRT (Light Rail Transit) stations.
The hotel is actually joined with the KL Convention Centre, so it's the perfect place to stay if you're attending a conference or exhibition.
Incidentally, this photo was taken at the Club Lounge on the 32nd floor.