FWIW, below are a few I've been to. I rarely go to these places any more - so can't vouch for their prices, stock & reliability:
1. Trigometric, Address: Lot 327 Amcorp Mall, No.18 Persiaran Barat, Petaling Jaya
(Deals in M'sian and PRC coins and notes, selection of new PRC stamps - I believe the premium charged is higher than other dealers but stock is probably good)
There is also a weekend flea market at the lower ground level of Amcorp Mall, where you may find some decent buys from various dealers.
2. International Stamps & Coins , Address: Lot 2.4 & 2.5 Pertama Kompleks, Jalan Tuanku Abdul Rahman, KL
(Sells mostly new issue M'sian, S'pore and PRC stamps and a small selection of notes)
3. Collectors Corner & Gifts , Address: Lot G11 & G12, Imbi Plaza, 28 Jalan Imbi, KL
(Haven't been to this store for ages, from memory, they sell new issue M'sian & S'pore stamps and possibly some notes. Their storage is/was quite bad as some of their stamps from as recent as early 1990s issues were toned!)
Three others, which I Googled and have not been to:
*S M Stamps & Antiques Shop (Lot F 024, 1st Floor, Sungei Wang Plaza, Jln Sultan Ismail, KL)
*Ng Coin, Stamps & Curios Centre (No 2-7, 2nd Floor, Plaza Metro Jalan Meru, 41050, Klang)
*A M Mohamed Abdullah & Co (No 34, Lbh Ampang, KL)
From my limited experience with these dealers, the best bets are 1 (for coins & notes) and 2 (new stamps) above.
Note: Petaling Jaya is another city next to KL, travel time is about 20-30 minutes in good traffic conditions. Klang is further still from KL. Do check before going as they may be closed on certain days.