Attire ready for prayer: Jubah, a pair of thick socks and telekung. Simple.
If you fancy nice jubah from Madinah or Makkah and intend to buy 1-2 pieces for yourself, then I suggest you not to bring too many clothes from Malaysia. Enough if you have 2 pieces of long pants/slacks (normally white is preferred, but black is also common), worn with long muslimah shirt or blouse (2-3 pieces), best material are those made of cotton and comfortable to be worn under hot weather. 2 pieces of telekung (top only) is sufficient, because you'll find that when you wash your clothes, they dry very fast, even if you hang them only in the bathroom.
Another option: blouse, long pants and telekung (or mini telekung). Easy for me to pray and later climb Jabal Rahmah.
Dont forget to bring thick socks, they are very useful for praying and must be worn when you perform umrah (tawaf and sa'ei). Other than that, of course yo need to have your hand socks (not gloves), nightgowns when you sleep, and sufficient undergarments. Buy your jubah in Madinah because it is much cheaper there compared to Makkah, unless you know how to bargain for very low price. They will add to your wardrobe selection. Later you can wear the jubah when you go out.
Wear a long sleeve shirt together with hand socks, long pants and don't forget socks for your feet! The weather is hot, but trust me, you'll not be sticky with sweat.
What normally happened was that at the time when you arrived either at Madinah or Makkah, your luggage is of small size and not heavy. On the contrary, when you're heading back to Malaysia, you'll find that your luggage has grown in size and weight and also in quantity! So be ready with the bags of proper size. Of course you can buy new bag in Makkah, but you can save yourself from the trouble by planning properly.
It's a wonderful moment to spend there, so do not concentrate only on religious matter at all times. You must explore the place, see the people, admire the beauty of nature, acknowledge and admit the power of Allah in ruling the earth and its living being. You'll be calm and happy. Insya-Allah.
I wish you all the best. Have a safe journey to and fro.