In KL, I have stayed in Sunway Lagoon Resort and Pyramid Suite before. The first one is right next door to the Theme Park. The outdoor swimming pool is between the hotel and the park but it is more fun in the wet park. The Pyramid suite is about 5 minute from the park and is economical than the other one. Anyway, most kids will love the wet park. You can find more about the hotels here: http://kualalumpur.sunwayhotels.com/stay/resort/stay_resort.asp?type=gallery&photo=gallery
If you happen to have time to go shopping in KL, you can go to the Mid Valley Megamall (lower end) or Mid Valley the Gardens (high end). You can find nice local designed OL fashion at Isetan. I was there mid last month staying at Le Meridien Hotel (KL Sentral). Fabulous!! Even though it was a business trip.
I think Langkawi is a small island where you can drive round it within 1 and a half hours. We rented a jeep for a day 3 years ago and it was fun. We drove to see many different places. No much traffic at all. We stayed at Pelangi Beach Resort and the balcony was overlooking the ocean. I think it was about 20 minutes drive to main city centre. Maybe you can check it with the hotel.
We drove to dine at the Sheraton Hotel. They served very nice BBQ dinner. I also highly recommend you to go on the Langkawi Cable car. The views on the island is spectacular. You can find out more here=> http://www.langkawi-info.com
Anyway, I chose a flight and hotel package with Malaysian Airline (return stopover at KL without charges). I spent 4 days in Langkawi and another 3 days in KL. It was fun.
Penang is nice. Delicious seafood.. Nexus Resort in Kota Kinabalu also highly recommended. I have been to Malaysia around 7 times and I still want to go again.