You could try high tea at Carcosa Seri Negara. Its now a posh hotel but used to be the British Governors residence and has a touch of the old colonials about it. Many heads of state have stayed here including the Queen and Nelson Mandela...the concierge may on a good day allow you to see the bedrooms heads of state have stayed in.
Theres also a nearby forest reserve FRIM you can visit to get a flavour of what the Malaysian rainforest is like. see traditional Malay houses etc. Further afield you could visit the likes of Frasers Hill to get the feel of what a colonial hill station was like...used to spend my summer holidays here as a kid. A side trip to Mallacca is worthwhile as this is an interesting town...but it would be a long trip to do in a day.
Otherwise its all that Judiths mentioned. Its worth going up the KL Menara Tower early in your visit as its handy to orient yourself with KL. They also have a reasonable revolving restaurant to visit in the evening. THe KL Central market, is worth about half an hours poke around. The Bukit Bintang area is good for a shop and has many restaurants and bars.