Kuala Lumpur, Malaysia can be an expensive city to visit if you're not careful (the wares in Bukit Bintang's malls are some of the priciest you'll find in the region) but there's also plenty of free stuff for travelers in the know.
Let's start with getting around: yes, you need to pay up to use the LRT and Monorail. But there are two bus routes that encircle the Bukit Bintang/KLCC/Chinatown areas of central Kuala Lumpur that don't charge a cent for their use.
The GO KL buses were intended to decongest central Kuala Lumpur by decreasing the use of cars in the business district. Whether that worked is debatable, but the savings are pretty tangible - you can hitch a free ride from the Pavilion Mall in Bukit Bintang to get to Pasar Seni, or vice versa. To find out about the free GO KL bus, its routes and its pros/cons, visit this page: Kuala Lumpur's Free Go KL City Bus.
The Kuala Lumpur government also runs free tours of significant parts of the city: if you have two hours to kill and some good walking shoes to boot, visit the official KL Tourism site visitkl.gov.my or email email@example.com and sign up for either their Dataran Merdeka Heritage Walk (every Monday, Wednesday, Saturday) or their Brickfields Heritage Walk (every first and third Saturday of the month).
The former kicks off at the KL City Gallery, a former printing press that now serves as the historic quarter's main tourist office.
The Gallery is a worthy tourist destination of its own - for more about the Gallery and its exhibits, visit this page: A Visit to the Kuala Lumpur City Gallery, Malaysia.