I used to live in Seoul and still go back every year or so, and gavna is right that it (along with Busan) is a remarkably clean, safe and fun city to visit. And still a bargain compared to most of Japan, Hong Kong and Shanghai, which is why I often tell them it's one of the best-kept secrets of Asia.
A couple of tips if you decide to give Korea a shot:
1) If possible visit Korea in the spring or fall. I know that's sound advice for just about everywhere but it's especially true for Korea, with its relentless humidity in the summer (think New Orleans) and unforgiving chills in the winter.
2) Seoul is certainly doable without a guide thanks to its world-class subway system (you can get to just about every major attraction/district by metro), but when you venture out you probably want to have someone that can speak Korean. It'll make your travel a whole lot easier. (The same can be said of most Asian countries, of course.)
3) Bring cash (Korean won). Not just because a fair number of shops (especially in the countryside) won't accept credit cards but also because you can often score a bargain when paying with cold hard cash.
4) If you can do only one place outside Seoul make it Gyeongju (about 4-5 hours away), the capital of the ancient kingdom of Silla and now a virtual museum with tons of important artifacts and sites including the must-see Seokguram Grotto and Bulguksa temple.
5) Jeju Island in the south is another choice destination, boasting picturesque scenery, beaches and hiking trails.
6) Nightlife in Seoul may well be the best in the world. Amazing (and affordable) food and many places are open 24/7. Do take time to soak it all in.
As for the rest of the list (outside of the West), I'm personally turned off by the artificially squeaky-clean streets of Singapore (totalitarian isn't really an overstatement) which tend to take the fun out of the vibrant city-state, and I find Hong Kong a little too crowded and chaotic for multiple visits. Bangkok is another good choice as long as you avoid the shady areas. Never been to KL so can't comment.