A day walking from KLCC to Times Square. Travel the golden triangle area (from KLCC, Pavillion, Starhill, Sg Wang Plaza, Times Square) without using any buses or commuter. If you know the shortcut, it is achievable.
From KLCC, exit the KL Convention Center (Aquaria is somewhere there), go straight & pass through Wisma UOA and you will reach Pavillion. Opposite Pavillion is the Starhill Gallery, next is Sg Wang Plaza, then Times Square. From Times Sqaure, if you walk further, you will reach Pudu Jail.