KL Suggestions (Kuala Lumpur)

I go often to KL for work but near the end of November will be the first time when I will have a full weekend there to explore the city. Work tends to guide me towards more expensive stuff and very biz oriented, does anyone have reccomendations for good/cheap places to eat? Maybe cooking classes. And finally spa/reflexology massages (the hotel tends to be on the more expensive side).
Last but not least, looking for a nice fun place to eat - as I will be joined by a friend who is taking a break from Afghanistan so she wants a more fun dinner resto/party atmosphere for one night.
This is the last weekend of November (when I think there is a 3 day weekend) so any suggestions would be greatly appreciated.
Thanks,
christine