Daikanyama is right on the strip of Changkat in the heart of Bukit Bintang. It is easy to miss so look for the Whiskey Bar and it is right beside it.
One of the fun perks of this place is the drink specials. If you order a Tiger Draught, they give you a bottle with a dice in it. Whatever you roll is how much your 2nd costs (1-6RM). Fun!