Batu Caves - a cheap and cheerful half day excursion by train

Forget the coach tours, take the air-conditioned commuter train (Line 1) for about $US 2 return from KL Central. You buy train tickets (tokens) at a ticket window, not ticket machines.
The station is at the entrance to Batu Caves. Admission to Main Cathedral Cave and main temple (the one with 272 steps) is free. This is about 5-10 minutes walk from the station.
Wear long pants/sarong so you don't have to rent a sarong. Allow 1-2 hours at the caves. Trains leave hourly from Batu Caves Station. Feed monkeys at your peril. The main temple is a 10 minute walk from the station.

The nearly painted steps

If you have the time, there are other caves and temples near the station.