How much are you willing to spend? Ma Maison gives you fine french food for below RM 150 (with wine, I think can just about cover). Just google it and you'll able to find the number. It's in Ampang, nearing the end of Jln Ampang (Gleneagles side). Bertrand (the cook) used to serve the PM of France.

Alternatively, Zipangu @ Shangri-La KL, Chyna @ Hilton KL, Cilantro @ Hotel Micasa KL, Moussandra @ KL Plaza (cheaper alternative).