I just love zig-zagging through the historic heart of K.L. every time I am in the city. The combination of architecture, shops, locals and tourists at the confluence of the Klang and the Gombak rivers is always good for a photo opportunity walk.
I usually get off at Masjid Jamek station and enjoy the graceful Masjid Jamek, the oldest mosque in the area. I have never been inside though, since I enjoy seeing the peaceful arrangement of it's structures from the other side of the river.
Old town hall and the magnificent Bangunan Sultan Abdul Samad buildings, opposite of the independence square with it's giant flagpole and water fountains are good for a nice walk, though mostly in the steaming heat of the day.
Old Market Square and the shops around the newer Central Market always bring me back to my favourite Taoist temple Sin Sze Si Ya, where I always find interesting details in a different light.
As with most areas in K.L. the humidity and heat will be too much for me and I can only endure the outdoors for a limited time, so after a walk through these streets I usually seek cover in a nice cafe or restaurant around this area.