First time in KL? It is best to start with tourist spots. Petronas TwinTower, (shopping), Aquaria inside KL Cenvention Centre, Chinatown, Sunway Lagoon, Genting, etc.
I googled and found this website is very informative. Hope it helps
http://www.journeymalaysia.com/MC_kualalumpur.htm
Hotel wise, hmm..Nova KL, Radius International, Royale Bintang -3stars located at the golden triangle.
I would suggest you travel by coach..catch those from this place I can't remember but it always referred as Little Thailand in SG..many coaches there.. Also our company uses Aeroline/NICE/Transtar for colleagues travelling for job assignments/meetings to and from KL very often..maybe you can try.
Long hours for train ride but here is the schedule and fares.
http://www.ktmb.com.my/Article.asp?Id=1997
Enjoy your 1st trip in KL!