Out of the 2 I would choose KL, even if its not perfect by a long way, KL has a lot going for it. I drove all over Malaysia (lived there) and yes it can be a tad scary at time, indicating left then going right, pushing in the front of traffic lights, pulling out without warning etc, but you do learn to cope. Bangkok on the other hand is really bad to drive in (although not lived there a regular visitor).
Cannot comment on schools from my own perspective but friends were very happy with the international schools and what was provided.
Hospitals in KL are good, had a couple of operations and was very happy with the service and care and trusted the Doctors with medication and so on (unlike where I am now). Plenty of people travel to KL (esp Gleneagles) for MOT check ups.
Plenty of places to visit from KL as the poster above has stated, but dont expect to much from some facilities, and of course rubbish, which folk think is of no concern of theirs. And of course you can pop down to Singapore for a weekend!
Housing is a little on the high side of course dependant on where you live, plenty of nightlife, restaurants and bars and clubs to join.
Good shopping (yes Debenhams is still in Starhill Mall) and you can get plenty of western groceries in the likes of cold storage, other supermarkets like Giant, Carrforr are fine.
Dont know if there still is but the gangs of motorbike thieves around who snatch bags, jewellery , just like many other places have your whits about you.
All I can think at the moment, if you have any other questions will try and help!