Ahh that's nice. We stayed in the Ampang area when we were there.
All in one swimsuits, plus those swim hats with a peak and a flap which covers the back of the neck
Factor 50 sunblock
I was sad and took decaf coffee and cheap beans
You can get branded goods from the UK there but they are expensive, so if there is anything your kids particularly like take it, just to settle them in with
I can recommend (hope this is allowed MN) a Doctor, if he is still practicing there - Dr Vernon Lee, he's paediatrician and a true gent based at Gleneagles hospital
The kids will have to have follow up jabs, so you will need your red/blue baby book
I went there in November so did my Christmas shopping before I went but you can get most things there. They have ToysRUs and Ikea, plus other toy shops or and M&S.
There is a fantastic French product, sold in the big department stores (baby dept) called Mustela, and they do a very good mosquito repellent for children and babies
I'm trying to think of anything else, we didn't have to pay for our removals, and so I took a fair few nick-nacks to make it homely. I took things like food steamer and cookpots but rarely used them as we ate out most days.
DVD's for the kids might be an idea, and I think you need a certain sort of tv to work over there but can't remember what
I'll add as I think of things!