1) Bangsar Sports Complex
Managed by DBKL, the complex has been serving the community for many years. Amenities include badminton (rubber) and squash courts, a swimming pool, gym, outdoor basketball, tennis and futsal courts. Booking can be done online (min 3 days prior reservation is required) at the rate of RM4/hr for 1 court.
2) Bukit Bandaraya Community Center
Also managed by DBKL, this is a recent addition albeit smaller than the aforementioned. It's got badminton (rubber) and tennis courts, and a gym. Online reservation is not available, bookings can only be made twice a year, same rate as (1).
3) TNB Bukit Pantai
Housed under TNB building at Jalan Pantai (opposite Pantai Hospital), the court is open to public but bookings to be made with TNB staff. I'm not sure of the rate but it's parquet surface.
4) Lee Chong Wei Sports Centre
This high-profile complex (thanks to its namesake) has many facilities: badminton, futsal, gym, body building, yoga, gymnastics, ping long and even a Chinese traditional health center. The rates depend on the period (non-peak, normal, peak) and surface type (typical rubber or shock-absorbing).
5) Suria Sports Centre
Located next to Mydin at Subang, this is one of the best places to play at. It's a huge hall with Taraflex surface, supposedly the same material used for tournaments. Students can enjoy 50% discount. Weekday nights are brimming its recreational players, so Sunday mornings are the best!
6) Yap Twins Court
Located behind Subang Digi Mall, the hall is quite big but not as well-maintained as (5). However it's cheaper and usually it has more courts available.
I hope there'll be more venues to play at in the future; do let me know if there's a venue nearby I could try out :)