The trouble was, the forum which I frequent and has the contact details for one of the shops, was down and that shop had no other online presence. So doing these two shops a favour, I'm posting both contact details here.
First up is Gamers Solution, located at City Bazaar along the famous Jalan Tuanku Abdul Rahman, infront of Pertama Complex. I bought my brother's PSP from this place and the boss Bernard Moh and his other half, Crystal, are more than willing to go through the details of using a console, especially if you are a n00b.
Excellent customer service, and pricing as their forum thread can testify. Here's the contact details:
Shop: Gamers Solution
Address: City Bazaar, Jalan Tuanku Abdul Rahman. Kuala Lumpur. (from the main entrance, to your left)
Contact Details: 03-26977728, 012-3783129, 012-3173079
Contact Person: Bernard/Crystal
The second shop would be Gamers Hideout, located in probably one of the hottest hangouts in the Klang Valley, Cineleisure Damansara, next to The Curve. If there's a place I would go to get an Xbox 360, these are the go-to guys. And they have their own website!
Shop: Gamer's Hideout
Address: Lot LG - 11 (i), Lower Ground Floor, Cineleisure Damansara
Contact Details: 03-77252775
Contact Person: Djinn (Jason)
Should you find yourself lost, or unable to find their shops, do call them. And no, I'm not getting paid for this. What's the point of having a video games blog if you've got no shops to recommend. So happy shopping!