i believe the 'flying schools' in sungai besi and penang are just flying clubs. i have no experience with them but they might just well be offering courses up to CPL. as far as i know, MFA is the only full-fledged flying school in malaysia. there was one in langkawi few years ago but unfortunately they had closed.
it would probably be best if you check with DCA to obtain the most current info as info you get from here might not be accurate or even bais (get what i mean?)
if you are wondering how to get info on MFA, here goes...
http://www.mfa.edu.my/
for DCA...
http://www.dca.gov.my/
as for flying schools in australia, they offer australian cpl. you will have to do Performance A and Malaysian Airlaw to convert it into malaysia cpl. again, check with DCA as my info are rather old.
infact, many MAS pilots are graduates from australian flying school. to my knowledge, there is one in Perth, Sydney & adelaide.
best of luck to you all...
SR