We actually did Thailand first and are just about to leave Chiang Mai after spending a total of 2 years here. We have been to KL twice and Penang twice. We will be spending a couple months in Penang this summer and then a few months in Kuching to narrow down where we want to settle. So far have not found any deal breakers, and the Durian/fruit situation makes it VERY enticing.

Chiang Mai was top of the list for a while (we have done most of the rest of Thailand), but considering the Thai Elite Visa does not give good ROI and burning season makes the North awful for 3-4 months of the year, Thailand is no longer a top pick. Also we have kind of outgrown it at this point.