Hmm I think it depends on what you're after. Personally, I find that the Zouk in KL way, way, WAY (i cannot emphasize this enough) better than the Zouk in Singapore. Better crowd, better music, and of course cheaper drinks.
I also find that the clubs in KL place more attention to themes, colours, decor, etc.
I don't think there's any topless dancing though, being a muslim country and all. so tough luck!