Best way to get there is by taxi which is around RM 12 from the city center (20 min drive if there is no traffic jam). Make sure the taxi driver drops you at the climbing walls and not at the hindu temple or you have to walk quite a bit.
Map of climbing spots
North Side Batu Caves:
Damai Wall - 30 routes
Red Rocks - 10 routes
White Wall - 16 routes
East Side Batu Caves:
Volleyball Court - 13 routes
North-East Side Batu Caves
Nyamuk Wall - 51 routes
South Side Batu Caves (the right of the Temple):
Comic Wall - 15 routes
Roadshow Wall - 8 routes
Nanyang Wall - 26 routes
Public buses (about 40min to get there):
Intrakota Bus No.11
from central market, alight at the Hindu Temple. For access to Comic Wall, Roadshow and Nanyang Wall
Intrakota Bus No.42
from central market, goes to Bolton Industrial Park. For access to Volleyball Court and Nyamuk Wall.
Intrakota Bus No.14
from Central Market until last stop (Pingiran Batu Caves). For access to Damai Wall, White Wall and Red Rocks
Intrakota Bus No.41
from LOT 10 Shopping Mall until last stop (Pingiran Batu Caves). For access to Damai Wall, White Wall and Red Rocks
Guesthouse / Hostel in Chinatown right next to to the Sri Maha Mariamman Hindu Temple
Sri Mahamariamman Hindu Temple, Kuala Lumpur
Founded in 1873, the Sri Mahamariamman Temple is the oldest Hindu temple in Kuala Lumpur. It is situated at edge of Chinatown on Jalan Tun H.S.Lee (fomerly Jalan Bandar / High Street).
Chow Kit, Kuala Lumpur
The area features a large Indonesian community, and more recently, a small African community. It has a daily wet market known as Bazaar Baru Chow Kit which is arguably the largest wet market in Kuala Lumpur. Chow Kit is also known for its red-light district as well as for its nightly gathering of transwomen.