To follow up my own post that i made a short while ago..
I arrived in KL after 10pm at Sentral and used Public transport to Butik Bintang and i felt it was very safe for a large city. Throughout my whole stay i found KL a safe and plesant city.
With all cities i would always use common sense and never flash around money or anything else of any value. I even do this in the town i come from in England. I can tell you that i've felt more in Danger in London then in KL and i dont stick out there...
Hope this has helped and i've found malaysia a very nice place to visit.