The flavour of Malaysia: Fine food and tasty treats in Kuala Lumpur and perfect Penang

We can hardly keep our eyes open, but our mouths have no such problem as we wolf down stingray and noodles.

In some cities, it is the noise and chaos that greet you. In KL it's the smells.

Each aroma hangs to the thick air. I have roast chestnuts up one nostril, grilled fish up the other. A slight tilt of the head reveals incense, then durian, the famously smelly local fruit. It's a tilt too far.

The next two days we take in as many sights, smells and dishes as we can.

Malaysia is made up of three main ethnic groups. The Malays have lived on the land since ancient times, while the majority of the Indians and Chinese arrived during British rule from the 18th to the 20th centuries. There is largely harmony, but identities remain distinct.

Crossing a street can feel like arriving in another country.

In Little India, between colourful sari shops belting out Bollywood tunes, we watch cooks spin dough into puffy roti canai, a type of layered bread that costs less than 20p.

The cendol in Chinatown's wet market doesn't go down so easily. The texture of the worm-like green jellies in this coconut milk drink is disconcerting.

Lychee lollies are safer refreshments and cooling after climbing the 272 steps of the Batu Caves. These Hindu temples built into cliffs are a short train ride north of KL. The ascent is made tricky by macaques that dart in front of you and rush down the walls in their hundreds like a monkey landslide.

High rising: Kuala Lumpur also has a very modern face - not least in the form of the Petronas Twin Towers

Back in the city we head to Independence Square and flop in the shade of the Royal Selangor Club. This was where the British played cricket in the days of pink gin, Kipling and Maugham, before the union flag was lowered in 1957.

KL is now a dazzlingly new city with ornate temples neighbouring brash office blocks. The uncannily shiny Petronas Towers dominate the skyline, multi-lane highways cut swathes through the city and space-age trains swoop overhead.

With three of the world's largest malls in KL, retail therapy is almost as important as food. Our excellent hotel, the Berjaya Times Square, reflects Malaysia's two great passions. The breakfast is sublime, and the reception adjoins one of the city's most impressive shopping centres, complete with rollercoaster.

Our next stop, Penang, continues our culinary pilgrimage. The island, less than an hour's flight north-west of the capital, is where Malaysians come to eat.

We are staying at Batu Ferringhi on the north coast. The name means 'foreigner's rock' after its use by 16th-century Portuguese traders. That still rings true. The big hotels are here, bringing in tourists from across the world.

Our base, the Hard Rock Hotel, is classier than its name suggests and fun, too, with water slides and a lagoon-like pool with tropical landscaping. This more than makes up for the beach, which is plagued by jellyfish and jet-skis. But, if you've come to Penang to sunbathe, you've missed the point.

We catch cheap buses to George Town, the Unesco-listed capital of Penang state, 40 minutes to the south. Parts have fallen foul of overdevelopment but, between malls and Starbucks, colourful traditional shophouses lure us in with glittery wares.

The Thean Hou Chinese Temple, another wonderful (and highly colourful) slice of religious heritage in central KL

Street hawkers waft delicious smells past Anglican churches and roads still bear English names, from Downing Street to Love Lane, where, it is said, merchants met their mistresses.

Magnificent clan houses with their paper lanterns and pinched edged roofs are testament to the strong Chinese heritage as are the clan jetties at the port, built by immigrants in the 19th century.

Chew Jetty men load their goods into sampan boats surrounded by the old wooden houses (with satellite dishes) on stilts over the water.

The food is every bit as good as we were promised. We tuck into tender satay and steaming soup at the hawker centres. The humidity sucks the crispness from a poppadom in seconds, but the heat does nothing to dampen my appetite.

At lunchtime in Little India a mountain of rice served on a banana leaf with seven different curries costs less than a pound. Colourful sweet displays tempt us from windows and unlikely looking canteen-style cafes turn out to be packed with glamorous Indian girls enjoying delicious food.

To escape the hubbub we catch a bus to the national park in the north-west, where clearly marked paths stop us wandering into thick jungle, though hanging vines and huge monitor lizards bring Indiana Jones to mind. We keep an eye out for killer serpents we learnt about at the Snake Temple.

Beyond here traffic disappears, making way for nutmeg and rubber trees.

As we travel south, the hills flatten into paddy fields, where the tallest buildings are the kampong houses, built on stilts to protect them from flooding and the heat.

When we find the temperature too stifling, we head up Penang Hill where it's a few degrees cooler. The hill station was commissioned by Francis Light, who founded the British colony on the island, to grow strawberries.

Past perfect: The Pagoda of 10,000 Buddhas dominates the Kek Lok Si Temple Complex in Penang

It became popular in the days before air conditioning, and expat bungalows still cling to the forested slopes and enjoy some of the best views over sprawling Georgetown.

The strawberries didn't take off, but when there are so many exotic flavours on the menu, that doesn't matter a bit.