Kuala Lumpur or Bangkok?

Neither city is for the beach. Both sit beside muddy, mangrove-lined coast, so swimming in town means a hotel rooftop pool, and both cities have plenty.

The difference is in the nearest escape. From Bangkok, Bang Saen and Pattaya are proper beaches a long day away by road. From Kuala Lumpur, Port Dickson is about as far, but the sand is ordinary and the water rarely clear. In both cases the real answer is a separate stay on the coast: Hua Hin or the Thai islands, or Langkawi and Penang.

Both are excellent places to eat cheaply, but Bangkok goes further. Here one cuisine is pursued in great depth, from boat noodles and som tam at plastic tables to Yaowarat's open-air kitchens after dark, the produce halls of Or Tor Kor and a serious tier of restaurants reworking regional Thai dishes.

Kuala Lumpur's strength is range rather than depth. Malay, Cantonese and South Indian cooking sit side by side, mamak canteens serve roti canai and teh tarik at any hour, Jalan Alor fills up at night and Kampung Baru keeps Malay home cooking. Bangkok's food runs spicier, and drinking with your meal costs more in Kuala Lumpur.

Bangkok's sights are grander and much older. The Grand Palace and Wat Phra Kaew, the Reclining Buddha at Wat Pho and the porcelain-studded tiers of Wat Arun across the river make one of Asia's great groups of royal and religious buildings, with the canals of Thonburi and the shrines of Chinatown nearby.

Kuala Lumpur grew from a 19th-century tin-mining town, so its list is shorter and more modern. It has the Petronas Towers, the British-era buildings around Merdeka Square, the rainbow stairway at Batu Caves and an Islamic Arts Museum among the finest of its kind in Asia. Two or three days cover it, while Bangkok's temples alone take longer.

Bangkok's nightlife is among the best known in Asia, and it comes in several kinds. There are polished cocktail bars and clubs in Thonglor and Ekkamai, loud and cheap street-front drinking on Khao San Road, Silom's long-established gay scene and rooftop bars high above the river.

Kuala Lumpur's nightlife is smaller and gathered in fewer places: the shophouse bars of Changkat Bukit Bintang, rooftops facing the Petronas Towers and a handful of large clubs. Heavy alcohol taxes mean much of it is aimed at expats and visitors, and the most local way to spend a late night is over tea at a mamak stall.

Bangkok is flat delta, so outdoor time stays close to the city: early runs in Lumphini Park among the monitor lizards, or an afternoon cycling the raised paths of Bang Krachao. Real landscape, such as Khao Yai's forests or the limestone country around Kanchanaburi, needs an overnight trip.

Kuala Lumpur has rainforest on its doorstep. A canopy walkway runs through original jungle by the KL Tower, the Forest Research Institute has trails and a suspension bridge, and Bukit Kiara is good for hiking and biking. Further out are the cool hill station of Fraser's Hill and the fireflies of Kuala Selangor.

Bangkok has the stronger day trips. The ruined capital of Ayutthaya fills a day on its own, best seen by bicycle. The canal country to the southwest adds the floating markets of Amphawa and Damnoen Saduak, the Maeklong railway market and the giant stupa at Nakhon Pathom. Kanchanaburi, with its bridge on the Death Railway, makes a longer day.

Kuala Lumpur has one essential outing, Malacca, and it is far enough away that many travellers stay the night. Closer in are smaller trips to the lakeside mosques of Putrajaya, the royal town of Klang and the hilltop fort at Kuala Selangor.

Children are warmly welcomed in both cities, and both have big attractions built for them. Bangkok has Sea Life under Siam Paragon, Safari World, Dream World and KidZania. But the heat, blocked pavements and slow traffic mean families do best with short days planned around a hotel pool and the nearest Skytrain station.

Kuala Lumpur is easier going. An aquarium with a shark tunnel, a science centre and a free splash area are all together at the Petronas Towers, and the Lake Gardens add bird and butterfly parks. The food is also easy to make milder for young children, though families still use taxis rather than walk.

Walking is hard going in both cities because of the heat, broken pavements and wide roads, so visitors rely on trains and ride-hailing. Bangkok's Skytrain and MRT are simple to use, and the river boats reach the Grand Palace. But the rail network barely touches the old city, and road traffic at rush hour is among the slowest anywhere.

Kuala Lumpur is slightly easier. Its LRT, MRT, monorail and airport express cover the main districts, ride-hailing is cheap, and an air-conditioned walkway links the Petronas Towers to Bukit Bintang. The weak point is changing trains, because the lines were built separately and interchanges can mean long, confusing walks.

Bangkok's shopping is at its best in the open air. Chatuchak Weekend Market can take a whole morning, with thousands of stalls selling ceramics, plants, vintage and crafts. The night markets, the gold shops of Chinatown and the amulet and flower markets add more, and haggling is normal at the market stalls. Indoors, the Siam and Ratchaprasong malls are joined by Skytrain walkways and range from luxury floors to cheap electronics at MBK. Thai silk, celadon and benjarong porcelain are good things to take home.

Kuala Lumpur is mostly a city of malls. Those in Bukit Bintang are among the best in the region, and people also go there to eat and get out of the heat. There is less local shopping: batik, songket and pewter in the Art Deco hall of Central Market, and cheap goods and copies on Petaling Street. If you want markets as well as malls, Bangkok gives you much more to explore.

Both cities are good value. Street food, transport and comfortable hotels with rooftop pools all cost far less than in Western capitals. Bangkok goes a little further, because massage, tailoring and market shopping are cheap extras, and staying in Banglamphu or the side streets of Silom keeps room costs down.

In Kuala Lumpur the extra cost shows mostly in drinking. Heavy taxes make beer and cocktails expensive, so a night out can cost more than a day of eating. On the other hand, its mid-range and upper-range hotels are unusually good for what they cost.

Neither city is somewhere to plan your evenings around performances, but Bangkok has the more distinctive shows. Khon, the masked dance drama, is staged at the Sala Chalermkrung Royal Theatre and the National Theatre. Muay Thai at Rajadamnern and Lumpinee draws visitors as much for the ritual and music as for the fighting.

Kuala Lumpur's most reliable evening is a concert by the Malaysian Philharmonic in its intimate hall inside the Petronas Towers. Istana Budaya stages large productions, and a small jazz scene plays in bars around Bukit Bintang and Bangsar.

Massage is easy to find in both cities, but in Bangkok it is a reason to come. Wat Pho still teaches traditional Thai massage within the temple grounds, late-opening parlours line every street and the grand hotels run some of the most refined spas in Asia.

Kuala Lumpur has a smaller choice: foot reflexology along Bukit Bintang, Malay herbal treatments in hotel spas and a few hammams. Neither city is calm, so relaxing comes in short spells in both. Kuala Lumpur's cool hill stations offer a quieter escape that Bangkok does not have nearby.