In Klang Valley, if you want to access to a store selling a host of sewing kits, threads, aids, wool for a low price (RM5.57), you can visit Daiso Japan located at The Curve in Mutiara Damansara.
Update June 2018: Daiso prices have been revised to RM5.57 from RM5.90
The thing that attracted me is that some of their items are quite cute and also quite usable.
Above: Some wool- but try to establish the quality first- an experienced person who works a lot of wool or yarns would be able to advise.
Above: Sewing thread in 22 colours only cost