The Batu Caves area is comprised of a goodly number of crags central to the City of K.L. (Kuala Lumpar). Named after the more famous attraction of the area, the cave itself, the crags are dispersed all over the small mountain of rock in which the caves are present. Finding the caves themselves is no problem, as you can simply ask any cabbie to take you there. Finding a place to 'Panjat Batu' (climbing rock) is less straight forward and will probably require some difficulty unless you speak some Malay (Indonesian got me by, actually) or Mandarin, or happen into just the right cab. For the most part, KL is a cosmopolitan town which concerns itself very little with fringe sports, such as climbing.
While each Wall in the Batu Caves area is slightly different, the overall charicter is fairly consistent. Overhanging limestone with Tufas and Globs for holds, riddled by pockets and dressed by vines and trees, the rock might remind you of an urban Thai crag, perhaps in a few cases only if you substitute distant road noise for waves and dust for sand. The rock is generally good and the bolts are as well. A vast majority of the climbing here is sport, if not only for the nature of hte rock, then perhaps due to the fact that some vine or tree would grow to fill any crack present about as fast as you could cut it away.
Keep in mind your equateral position, as well as the fact that you are inland. The tempatures will be hotter than in Thailand or on the coast, and it will be humid, with a reasonable chance of rain during the wet season. Storms can come fast and furious, but most of the climbing is just one to three pitches tall, so you should have time to get down.
While this is not an international destination, it is a place to go and visit if you are passing through, and most certainly the best area to climb if you are in town for business or some other pleasure.
The Book "Climb Malaysia: A Climbing Guide" covers the area. Edition 1 is dated and is missing some climbs, but is adequate to get you around and idenify most of the popular routes. I do not know if there are subsequent editions.
From City Center, head to the Batu Caves area on Jin Kuching (cat road?) North to Jin Batu Caves and head East, as towards the Genting Highlands. The Cab driver will try to drop you off at the stairs to the caves, which are nowhere near the climbing. Best to have a guidebook in hand with maps about now... But if you zoom in on google maps to the location I have input, and can follow that, you will end up at Damai Wall, the most popular crag...
Mountain Project's determination of some of the classic, most popular, highest rated routes for Batu Caves:
We stayed at Grand Place Hotel (we paid 200 RM ($65 US for a 4 person room which included breakfast) as recommended by the guidebook. Dynasty Hotel is next door and seemed like it would be worth the 30% more. Regardless, Dynasty is a better place to tell cabi's you are going and to get a cab at.
We had better luck with set pricing with cabi's. Especially to the airport, we agree to 100 RM ($33 US), and our cab was flying for the 45 minute ride. Just know there is no cab regulation in KL city so pick a cab which looks good and don't be afraid to say no and walk away. Oddly some of the cab companies did seem to be all Indian or all Chinese. The Indian cabs did not have meters and haggled the most and the Chinese cabs had meters and often preferred to use them even though they drove fast.
If you go see the temple, cabs in Batu Caves Temple area where a rip off walk out to the street and catch one. There is a gas station just east of the temple which is very good to catch a cab at. Walk over and pick the best looking cab that speaks english.