In reply to laura.caley:
Hi Laura, I also live here in KL and here's my advice.
Climbing at Batu Caves is split into 4 parts - Damai is the most extensive and has a range of routes 5+ - 6c. It's landscaped with a pink walkway to keep your ropes dry, shelters and a guides shop which does water. Gets the sun from 10am onwards. Very popular but there's always space to climb. Red Rocks is to the right (as you face Damai) with routes 5c - 7b. White Wall is to the left facing Damai routes are 5c - 7b. The fourth cliff Nyamuk (mosquito) is steeper with routes 6a - 7b. If you go there take mosquito coils and repellent.
Use uber or grab to get there once you've worked out how to get there (it is signed posted off Lebuh Utama Sri Gombok look for Gua Damai). ask to go to Gua Damai not Batu Caves otherwise you'll be taken to the temples there (worthwhile visit afterwards) There are local mamak stalls for food closeby or go to Batu Caves
If you search for Damai you will find topos and articles -
http://www.andysaiden.com/rock-climbing-damai-wall-batu-caves/
topo -
http://wiraconsultant.tripod.com/damai_cave_training_centre.jpg
There is an old guidebook- climb malaysia, which is now out of date and hard to get hold of. My copy is gold dust.