Capitol Satay
Deservedly popular with both locals and tourists (so expect to wait in line) this hole-in-the-wall joint specializes in satay celup—raw and semi-cooked food on bamboo skewers that you dip into a pot of boiling spicy peanut sauce to cook. From a refrigerated display case, you choose from several dozen skewers of meats, quail eggs, vegetables, and seafood, including squid and prawns; each skewer costs RM1.10, with some "gourmet" choices running slightly more. There are only 12 tables, so get there early and avoid weekends if you want to get in faster.