Food in Kuala Lumpur and Sadankin
For street food, try Jalan Alor, which is near the Bukit Bintang shopping area. Some recs at Jalan Alor on this recent thread:
But whilst in Bukit Bintang, you may want to check out the basement area of the posh Starhill Gallery, they have a beautiful collection of restaurants offering an incredible range of food ranging from Chinese (Luk Yu, Pak Loh), Thai (Jim Thompson's MyThai), Arabic, fusion (Shook), Malay (Enak) to Japanese, etc.
Also, the massive new Pavilion Mall opposite Starhill have endless dining possibilities: La Bodega (for Spanish tapas), Dragon-I (Shanghainese food), Yo-Sushi, to Mexican, Indian, Lebanese, etc. Also a massive foodcourt at its basement where endless choices of Malay/Chinese/Indian food are available.
If you go to Suria KLCC, another huge mall at the base of the Petronas Twin Towers (KL's iconic landmark building), try Madam Kwan's fabulous Nasi Bojari (rice with fried chicken, curries, etc.) It'll be one of the best fried chicken dishes you'd ever had in your life. Also, their Nasi Lemak (Malaysia's unofficial national dish) is one of the best in KL (if not Malaysia) since the 1960s.
Another place to try local/hawker food is at KL's Chinatown - especially Petaling Street, with its itinerant hawkers selling all sorts of branded goods knock-offs to Chinese street foods like wanton Noodles, steamed dim sum dumplings, etc.
For fine-dining on Malay (not Chinese or Indian) food, look at this thread
BTW, I don't think there's a "Sadankin" in Malaysia. Do you mean Sandakan, off Sabah (East Malaysia)?