My best list

Korean

Jal dae ji ampang

Steak

Jakes charbroil

La boca latino bar

Rils bangsar

Thai

Ahroy thai

Thai street food

Frame thai happy mansion

Breakfast

Tray cafe hartamas

Huckleberry damansara

Curry fish head

Eight treasure cheras(try the steamed kampung chic n yong tau foo as well)

Beef kway teow

Yuan kee kepong

Sweet n sour pork

Ho kee seafood jinjang

Bah kut teh

Ban lee jalan ipoh

Yu kee subang

Italian 

Sassorosso

Dv ristorante pizzeria

Enorme

Pan mee

Mummy noodle house pandan indah

Sum thor melawati

Dessert

Beans n beans uptown

Waffles

Owl cafe bukit jalil

Noodles

Go noodle house

Indian

Chapathi recipes connaught

Betel leaf

Chicken rice

Love n blessing chicken rice chuan hupp ampang

Sarawak kolo mee

Leong kee pandan indah

Burger

Buns burger bar hartamas

Mezzanine kuchai lama

Claypot chic rice

Restoran sorn paramount garden

Fish and chips

Nemo cafe mont kiara(the beef steak pies are great to)

Hot dog

Brats paramount garden(the poutine is great too)

Rojak

Ss15 outside kfc subang

Cendol

Rojak cendol taman kosas

Nasi kerabu

Restoran patatimo

Nasi lemak

Nasi lemak tanglin

Satay

Satay station

Nur satay ampang jaya

Ipoh shredded chicken noodle

Uncle meng shamelin(char siew rice also nice)

Vietnamese

Pho vietz sri petaling( try the avocado juice as well)

Pork noodles

Restoran new seaview

Sunsea oug

Char siew pao

Sing pao old klang road

Dim sum

Xin cuisine

Hee lai ton centrestage(only its siu mai n har gao)

Chicken porridge

Fatty mok kuchai lama

Ribs

Sausage n ribs shack cheras

Naughty babe dirty duck

Hokkien mee

Ming hoe jalan ipoh

Balinese food

The uma

Best List of Pasar malam (night market) food in KL or PJ

In KL or PJ we have night markets every night but they are in different locations and even the vendors will move to those locations on those days.
List of famous pasar malam and its location:
Monday: SS2
Tuesday: Sri Petaling
Wednesday :Taman Connaught
Thursday: Taman OUG
Friday:Bandar baru sentul(malay version)
Saturday: Setia Alam
Sunday: Kepong Baru

They usually open from 6pm to 11pm

What to do or expect when visting a pasar malam
-large crowd of people so be prepared to push or get pushed
-wear shirts and t shirt and shoes as it can get pretty hot and people will step on your foot
-bring alot of small change and cash so you can try everything nice you see
-take care of your belongings
-be prepared to park and walk a distance as road closure will make parking a nightmare around that area

Here are some of the typical stuff you will find

Fried stuffs like mushrooms

Drinks smoothies ice blended juices

Sugar cane juicer

Chinese snacks and pastries and dumplings

Fried ice cream macaron ice cream and other kinds

China burger

Hk egg waffles

Black tofu which is a milder version of stinky tofu and is served in a galicky broth.ask for no chili if you cant handle spicy

Dessert cakes and tarts

Pan fried pies

Pan fried sweet buns

Some guy frying chinese new year stuff like arrowhead chips

Tokyo pancakes

Cooling dessert in a bowl filled with asian stuff

Shaved ice

Fake mushroom which is a bun made to look like a shiitake n filled with mushroom and chicken sauce

Fried turnip cake

Salted egg yolk squid

Teluk intan chee cheong fun which is rice roll filled with turnip n dried shrimp

Grilled cuttlefish

Apom balik and apon which is turnover pancake filled with peanuts or corn

Papaya milkshake

Also there are some unique ones such as this

Besides food they also sell household goods and clothings,even pet ones like these

Overview of a pasar malam

Some links to some videos taken from pasar malam

Frying turnip cake

http://youtu.be/O8_ooisIMlw

Frying ice cream

http://youtu.be/gfnJP5qJMlU