We did 7D6N trip last month. The itinerary was,
Day 1 HKG>SIN
Day 2 SIN
Day 3 SIN>Melaka
Day 4 Melaka>KUL
Day 5 KUL
Day 6 KUL>SIN
Day 7 SIN>HKG
If you just plan 1 day trip to Malaysia, you could go to Johor Bahru where is the place same as Shenzhen. Bus transportation is available. Just a reminder, heard from my colleague, pick pocket is so serious there. You may spend 1 day tour to Palau Batam, Indonesia. The travel agents in Harbour Front pier provide w/ valuable cost.
Singapore has many quality hotels. We stayed in both Festive and Marina Bay Sands. Some BK mums comment Marina Bay Sands一流酒店, 九流服務. For me, it is a good choice.
The hotel cost in Kuala Lumpur is comparatively cheaper. Try to choose the top ones as Mandarin Oriental which room rate is as 3 stars hotel’s in SIN. Excellent service and breakfast buffet. Other choice in KUL is Renassiance, just HK$900 per night.