Depends on what language you know or willing to spend at least a year learning, what subject you plan to take and what you can afford.
Depends on where you live: Nasi Lemak is RM4.50 in Taman Tun but RM6+ in KL.

Example, for Sheffield, UK:
Rent: £45 - £65 /week (lower the further away from the city centre and Uni you get)
Food: £30/week (assumes I don't eat out, buy from the market in town and make my own three meals a day)
Utility Bills: Greatly varies depending on number of housemates, provider, usage, etc.
You learn of at least one other culture. This will make you less an ignorant American and a more informed person. Television and music can only tell you so much about a different country; actually living there will give you a much bigger picture. You adopt the good and be aware of the bad, and if you do ever care to come back to Malaysia you'll bring those lessons with you.