for the accommodation the best and most expensives hotels are in KLCC area, where the petronas towers and all banks and business things are. so unless you won at lottery dont book there 😉 just check on agoda and you will find something that suits your needs in another area. i dont know the embassy area though. i used to stay in china town or jalan pudu cos cheap guesthouses (very simple fan room with bathroom around 30RM) and cheap food. bonus: airport bus stops there and you are near pasar seni bus station for free city bus. it s a bit a popular area amongs travellers and backpackers. To go out and have a walk you can go to bukit bintang area (all kind of restaurants, bars, shops, malls etc) there are some hotels there as well with prices in between.. according to what you need. Kuala lumpur is a nice city with nice people, many areas are walkable without problems amd security is good!
my pleasure.. if u need any info abt KL i have been there several times (but never for visa purposes so i just know where the embassy is but nothing else abt paperwork etc)
go to the trasportations floor and buy a bus ticket at the counter for abt 10RM, it takes abt 40min to get to the city centre. forget abt taxis too expensive! if you are on a budget check accommodations in china town or jalan pudu, they are the cheapest. Airport bus stops nearby. then to go to the embassy you can either take a grab or use a free city bus to KLCC area (some bus city line are free just check the route) and then take a grab from there 😉 good luck