Each night market has its advantages and disadvantages, depending on what it is you are looking for. After extensive travel of Southeast Asia, our favourite night market has to be Kuala Lumpur's Chinatown Market.
Every night at sunset, stalls are set up along Petaling Street and surrounding areas. We found the KL Chinatown Market to have the best balance of everything: electronics, textiles, clothes, designer fakes, souvenirs, fruit, and street food.
Like every Asian market, bargaining is key. Some sellers start at ridiculous prices - so start very low in your offers. For example, we were told this polo shirt went for 60 ringgit ($20), but after bargaining, we were able to get it for 18 ringgit ($6).
I was also surprised to see knock-off sports jerseys. The quality was pretty good, and the price was definitely right. I was first quoted 250 ringgit ($80) for a hockey jersey, but managed to buy it after bargaining for 100 ringgit ($33).
A great thing about the Petaling Market is although it is outside, the main strip is covered by a rain-guard. Perfect for KL and it's unpredictable (and extremely wet) weather.
I definitely recommend checking out the Petaling Market when you're in Kuala Lumpur. You'll definitely find some great items for a fraction of the cost (and quality) it would be back home.