I think Kuala Lumpur - including PJ & Cyberjaya areas - is one completely under-rated area in the region. It's easy to get a foreign visa, infrastructure is good, culture is relatively open, most people speak English, and it's a very affordable city (for people on Western-level, say Spain's level, income).

Plus, with AirAsia flights its easy to hop over to Vietnam, Thailand, or elsewhere for weekend vacation.