AHA!! Now I know you haven't been to Jalan Pasar, off Jalan Pudu. It's not that lousy place at the Central market.

Take out a stree directory and look for Jalan Pasar, off Jalan Pudu.... Basically you go past the Pudu bus station and keep going down Jalan pudu, go past pudu jail and keep going, it's about 5Km after Pudu Jail on your left. It's an open air market with lots of fish stores outside. Open everyday and lotsa cheap fish there.

Another place to look is Aquatics International. There's where all the fish shops get their fish from (wholesaler, importer/exporter). They're in Subang. After the old international airport, go past terminal 3 and head towards Sungei Buloh, they're mid way between the terminals and the stretch of nurseries.

..... aha! Looks like I know my fishy places in KL better than you.