The main site for Magic the Gathering is:

www.1mtg.org

All events and news are posted here. There are plenty of MTG shops in Klang Valley!

KL: CCEGames
(http://ccegames.blogspot.com/) Open Afternoons.

PJ: Eternal Magic, Card Master
(eternal-magic.com) Open Afternoons till night.

Subang: Decards and Comics Corner
Decards is at Summit Shopping centre. It's next to Popular Bookstore, just check the alley at the side and you should find it. Open mainly weekend Afternoons.

Comics Corner is at SS15, you should be able to find it on one of the shop rows. Open Afternoons.

Kota Damansara: The Tavern
(http://planeswalkingpeddler.blogspot.com)
Opens evenings till Late night (until the morning hours)

Cheers! Really want to promote Magic in Malaysia.