If arriving from the airport,you'll either be at the budget airline terminal LCCT-Low Cost Carrier Terminal (unkindly called the Low Cost Crap Terminal) or you'll be at KLIA the International Airport
Both are about 80 kms from the city centre.
The cheapest way into town is by bus/coach from the terminal to KL Sentral and will cost about RM9.KL Sentral is the main transportation hub where trainlines and many bus routes converge.
It also houses the KL Hilton and Meridian Hotels and a host of offices and shops,but despite it's name it's not very central to the rest of Kuala Lumpur.
From here you can access the monorail which is a slightly confusing 10 minute walk away and the LRT/KTM train services are in the same building.
Taxis from KL Sentral are usually plentiful and operate on a coupon system which you buy at the booths either where the bus drops you of,or inside the station complex once you've exited from the train.
KL Sentral can be noisy,chaotic and confusing especially for tired travellers but is well-signed and shouldn't be too much of a problem to navigate.
You can chose from the very fast KLIA Expres http://www.kliaekspres.com/ train service at RM35 for a half-hour journey,a taxi,again using the coupon system for RM70 or there are bus/coach services for about RM 20
The problem of touts hanging around the arrival hall has largely been eliminated.Buy your coupon from the official booths,don't deal with the taxi-touts.
Depending on where your hotel accommodation in Kuala Lumpur is and how much luggage you're lugging around the taxi service is probably the best bet.The journey takes about an hour. and can be a bit boring...