Didn't get time to get there this time. But there is a place I found that was only 60rm for a shag though which is about $20 aussie. It right near Petaling Street.
116, Jalan Petaling
City Centre
50000 Kuala Lumpur
Wilayah Persekutuan Kuala Lumpur
Malaysia
This is approximately where it is. Very seedy looking but ya get what ya pay for