I tried looking a few weeks ago and all the ones available were either a) ridiculously overbuilt and overpriced (e.g., in thousands of RM) or b) ridiculously crappy. As far as I know, there aren't any Omron sellers in KL, so you're probably better off taking a day trip down to Singapore to buy one.

Alternately, if you don't mind your pedometer being totally inaccurate (and falling apart after a few days) you might want to consider the cheapass Fitness Concept-branded pedometers.

I have no idea how good they are as pedometers, but the new Nike+ Sportsbands might be of interest. They're about 290 RM at most Nike stores.