If you want to find the best souvenirs then you should go definetely to the Central Market of Kuala Lumpur. Built in 1883 and that’s why you can feel still the Colonial environment of some buildings of Malaysia. It is located very near the Chineese neighbourhood. It has more than 228 shops and many restaurants, but the only thing is that probably you will not be able to negotiate a lot the prices, like in other parts of the city. Even that, the market has air conditioning, the entrance is for free and it is open every day.