When I was doing visa runs, KL seemed to have least friendly embassy staff. Having said that I only ever went to KL, Penang and Singapore and in Singapore I used an agent. As Smoke says, Penang were always very helpful and friendly. Singapore is nice, but everything is so expensive. I have read some positive reports of Bangkok, but no agents, so that is where I would probably head if I needed a visa. I have to admit that I miss those short trips out of the country.