I know Beijing 101 in Damansara Utama/Uptown does it. If not mistaken it cost a few thousand ringgit for the whole package, which includes maintenance & future hair cut. They actually take your hair sample & send to Korea to make the extensions so that it's 100% similar to your real hair. Their consultation is very professional but their service is not cheap. Can contact them at 03-77109101.

They have clip ons as well but i'm not sure how much they cost.