Sunway Lagoon is an excellent place. It is a little costly, but worth it.
There is a man made beach, water rides and lots of other things to do there.
Last time there it was RM50 to get in and you had to pay for some of the rides once inside. It may be a little more now.
The Hotel is excellent and worth a ride out there, just for a looksee.
Easiest way to get there is by Teksi (taxi), they are dirt cheap. Will probably be around RM20.