@Vincent **********
"So you always have to stay minimum one nights, wherever you go in Malaysia?" That is totally unclear...! I've done a just turnaround bounce to Vientiane, no problem..., Pedang Besar however has cut down on this many years ago..., was before a popular choice...! In short: totally up to the immigration post, no rules whatsoever. Penag is certainly an option, but it's a bustling city, you can rent a bike an tour the island. Langkawi, via Satun might be easier and more nature. You can also try to stay 1 or 2 nights in P. Besar and come back..., with the train or walking over the border..., it really all depends on the mood of the immigration, but same day won't work.