I actually know of this service apartment where the guy rents out either a studio unit or a 3BR unit for parties. It's located in Plaza Damas, Sri Hartamas. My Mom was telling me about it because her friends had parties there (a lot of bridal showers, hens nights, etc.) and she said it was super nice because it has a damn awesome view of KLCC, Genting, etc.

I can't remember the name of the place or how much but if you want, PM me and I can get you the details.