assuming it's a US model Wii that you are getting from USA ... then you'd need a step-down in order to use the bundled AC adapter which will be rated at 100V.

or if you are fine with using a 3rd party AC adapter which works with 220V (what we use in M'sia), get that and use it instead of the US Wii's AC adapter.

I'd rather a stepdown converter really. It's been my savior for the past few years.

RM 25.

For the Wii Shop, just go ahead and change it to US. it still works.

And yes, the firmware for the official Malaysian one is also US.

just to add ... you can access the Wii Shop channel by setting a US region in the system options BUT

you may have to get Wii points thru the US point cards already.  they may have blocked adding points thru non-US credit cards (like what they did on the 3ds e-shop).

The Wii E Shop would be filled with classic games released for the older consoles. Since you expressed your interest in the classic mario, you can get that there.

Frequency? That depends. in the span of 6 years since the wii's release, i'm sure there's been plenty. haha.

you'll have to get the wii points through a points card. that would be the best option.

Yup2.