Speaking from a chaps point of view I tend to wear long trousers during the day in the cities, unless round the hotel pool of course. I find that I'm constantly going from outside to well air-conditioned interiors such as hotels shops and taxis, wearing shorts in those conditions can be pretty chilly. If unsure what trousers are required sometimes I wear zip offs.

Malaysia is a prodominantly Moslem nation, so showing too much flesh in the city or town might not go down too well, but you don't need to go around with your legs and head covered. Normal beachwear will be fine for the beach in Penang.

Always worn decent length shorts day and night in KL- never had a problem, although we do have zip offs as well incase we are going anywhere where we need to cover up a little.

Penang again shorts are fine, if you are intending on visiting a temple though have something to cover up with.

In Kl every one seems to wear what they please although I tended to wear jeans during the day and trousers and something with a collar in the evening if I was eating in the hotel other than that basically wear what you would wear if you were visiting any other big city.
In langkawi it was shorts unless traveling and trousers in the evening

Thanks for your replies. Its more or less what I was hoping for.
Thanks too you all for taking the time to answer.