2000 rm is actually fairly expensive for Brickfields - that was for a 3 bedroom, fully furnished condo in a security building with a pool, etc. You should be able to find something unfurnished in a "regular" sort of place for about half that (figure 1000 - 1300 rm/month) - still in a good neighborhood, especially if you can agree to a year's lease. Ex-pats live pretty much everywhere in KL - more in some areas, like Bangsar and Hartamas and Mont Kiara, than in others. I preferred living in a mainly local area, or at least in a place where most of the ex-pats were not Westerners - Brickfields was perfect for that.

Many ex-pats live in Penang, both in Georgetown and in various places along the coast. Rents can be quite low there - less than in KL. There are also a handful of ex-pats living in Ipoh, which is even less expensive than Penang. There is a lot to do around Ipoh - and Penang, too - but you really would need a car to get around. That's an expense that you don't really have in KL, where the public transportation is good and goes practically everywhere.

If you don't mind being a little more remote, there are some choice areas in Sarawak and Sabah, where ex-pats sometimes end up. Costs are a little more than on the Malaysian mainland, though.