You can't go to Malaysia and not eat satay. This popular food item is basically skewered meat grilled and served with ketupat (rice cooked in coconut leaf and cut into small cubes), cucumber and onion slices, and peanut sauce.
Sate Kajang Hj. Samuri does it best, I think. There are 20 branches in Selangor, near the capital city of Kuala Lumpur. The one in Damansara Uptown offers a solid, flavorful chunk of meat with little fat for 80 sen (under 20 U.S. cents) a stick. Plus, the service is efficient: Place your order at the counter by specifying the type of meat (chicken, beef or mutton) and number of sticks and ketupat you desire. Then after paying, you get everything (but the satay) immediately, including two bowls of sauces -- a peanut sauce and a chili companion. Mix the latter to the former if you like things spicy.