Kuala Lumpur and the west coast are good destinations all year round but tend to be driest & sunniest between December and March. At any point there is the chance of a short, sharp downpour but these can be welcome as they reduce the humidity.
Unusually for Asia, the east coast is best avoided between November and February when the heaviest rain falls and the sea can be quite choppy. It is at its best with dry sunny days during March to October.