I am getting ready to set up my own Malaysian exchange since the one I had in Thailand got caught up in some mess with the US SEC and folded.
I already asked for advice from many Malaysian friends, @crypto.piotr. The only place recommended by every one of them is remitano.com. I'm about halfway done with the set up and have asked questions on the site. they are quick to respond and have had good answers and help. So far, so good.