September is a transitional month in peninsula Malaysia. The south-east monsoon and its afternoon downpours start to decline on the west coast; whilst over on the east coast the winds of the north-east monsoon begin to blow, bringing rougher sea conditions and a slight drop in temperature, although rainfall is minimal. If you're looking for beach time, the east coast is your best bet, especially at the start of the month.
Through the centre of peninsula Malaysia and in both Kuala Lumpur and Malacca you can expect tropical downpours on most days in September, but these rarely last longer than an hour and sunshine is never far behind. Average temperatures hover around 27°C, other than in the Cameron Highlands which is experiencing cooler temperatures around 19°C due to the altitude.
Although the east coast destinations will still be experiencing plenty of sunshine and blue skies in September, the winds of the north-east monsoon start to blow towards the end of the month, bringing rougher sea conditions and a slight drop in temperature. This is a good time to visit if you want to avoid the crowds (avg temp: 29 °C).
The south-west monsoon continues to blow over Malaysia's western coastline bringing with it heavy afternoon thunderstorms and choppy sea conditions, however, these start to decline as the month rolls on (avg temp: 30 °C).