[Outoftowner]

G'Day,

I'm also an Aussie who travels to KL on a frequent basis.

For ease of access the best area to stay is in the "Golden Triangle" or around Bukit Bintang. That's smack bang in the middle of KL.
this is where most western tourists stay in KL.

I don't think you'll have any problems getting "women" into your hotel.
My experience has been that Hotel's turn a blind eye to this sort of stuff and are very accommodating and helpful to Westerners.

Enjoy your trip and feel free to PM me for any more info.