M,
I didn't buy any duty free going into KL. Dunno about grog but, I exepect cigs will be very cheap in KL.
As I said, if you know your stuff you will find something good. There is plenty of inaccurate reps in between the good ones. Remember most of the shops are group owned where an owner has 2or3or4 shops under his/her control.
The G-Shock cost AUD3. Had to have it for cycling and running.