Well I'm from East Malaysia too, and I personally only tried Economy Air Bubble and Fedex Economy, so I can only answer part of your questions.
QUOTE(squall0833 @ Nov 10 2013, 04:54 AM)
I don't know where to ask, maybe off topic...
want to ask those who bought from play asia ships to Malaysia
-what courier play asia use? which is better for Malaysia buyers?
PlayAsia uses Fedex, UPS and EMS for courier. I have only tried Fedex Economy and for the 2 times I used them Fedex haven't failed me yet.
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-I'm from East Malaysia, some courier maybe not available, my parcel will stuck or not?
If use Fedex, should be alright. Delivery takes about 5-6 days. If use Economy Air Bubble or Economy Air Box, it's just regular mail so the delivery time can take very long time. From 10 days to 45 days. I just had a package that takes 45 days to reach me, which I think it's probably our local post office's fault.
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-how to write address? just add "Malaysia" to the shipping address I normally use right?
Yes.
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-is there any possibly extra postage charges?
During checkout process on PlayAsia, if you use neutral packaging or gift wrap option, then have extra charges. Or if you use Registered mail option for Economy Air Bubble/Economy Air Box. Otherwise, the last page before you submit the payment are all the charges you are going to incur.
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-after parcel arrived Malaysia,normally what courier will takeover and ship the parcel in Malaysia to me?
If use Fedex, then Fedex all the way. If use Economy Air Bubble/Box then Pos Malaysia should take over the package.
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-will custom hold the parcel for a reason? why?(like amount exceed or something then need to pay) and how to deal with?
Yes, if the amount exceeds a certain amount. I'm not sure what's the exact amount, but last time I bought 3 games that exceeded US$150 and I kena Customs tax of RM58.82.

I have to pay the Fedex delivery guy when he delivered the parcel to our gate.