If you have the time (and we're taking a minimum of 3½ weeks one-way), you can travel from London to Kuala Lumpur overland. The links below cover travel in either direction, from London or to London:
Step 1: London to Moscow by train. Daily departures, 2 nights, from about one-way with sleeper. Spend at least 1 night in Moscow.
Step 2: Moscow to Beijing by Trans-Siberian Railway Two trains a week, 6 nights, Spend at least 1 night in Beijing.
Step 3: Beijing to Hanoi by train Two trains a week, 2 nights, Spend at least 1 night in Hanoi.
Step 4: Hanoi to Saigon by train Several trains daily, 2 nights.
Step 5: Saigon-Phnom Penh by bus Daily, 1 day. Spend at least 1 night in PP.
Step 6: Phnom Penh-Battambang by train or bus, bus to the frontier, train to Bangkok.
Step 7: Bangkok to KL by train. Daily, 2 nights.