Second victor, but should point out that Tioman and Redang are on the east coast. I used to do long weekends in Tioman quite often. Here's how I used to do it.
Sneak out of work early on Friday; usually about 16:00. Drive south on the main road; you'll be heading toward Johor or Singapore. About 80km from Johor, there's a town called Air Hitam. Turn left. The toll from KL to Air Hitam is about MYR35.
Follow the signs to Kluang. Drive straight through and follow the signs to Mersing. The drive used to take me about three hours so just in time for a bit of tea. I used to crash at the Eastcoast Backpackers. Spartan, but clean.
The ferries usually leave around 07:00 in the morning - depends on the tide. Search this forum for suggestions on dive centres.
You can do it by coach, but I've found the times inconvenient. I'd go so far to suggest that you fly onto the island and the bus back to KL. Take the Monday or even the Tuesday off.