No drastic climatic changes occur in Kuala Lumpur, so expect its typical temperament of humidity, heat, and wetness as the norm. Yet, there are two seasons when these three climatic characteristics may take a bit of leap: between March and April and between September and November.
Because of KL's consistent weather conditions, the question of when to go should not rely heavily on its climate. Rather, planning when to go should depend more on a compromise between your schedule and the celebratory schedule of KL. For instance, you'll find the best deals during the Malaysia Megasale Carnival which occurs three times during the year (March, August, and December). If you want a bargain, consider going during one of these three months.
On the other hand, if you are looking to party, the months of December, January, and February draw in the most populous and fun-filled crowd.
For a quiet vacation, consider going during the wet seasons or Ramadan (held according to the lunar calendar).