Will, Adam
I too lived for two years just outside Kuala Lumpur in Ampang Jaya. It would be really difficult to compare Penensular Malaysia with Korea, and even more difficult with Cheju. While I certainly agree that it won't hurt to bring along the kids, Cheju is about as tropical as Gull Island. Malaysia, everyone speaks English and the climate is spectacular. Cheju is way North and gets the winds off of Northern China and Siberia. It is a popular, so I have been told, honeymoon spot for South Koreans on a budget. The beaches are rock, there are not very many trees and my recollection was that it was cool, if not cold. As mentioned, English is not widely spoken and I do not recall seeing one sign anywhere that was penned in English; can be a bit difficult at times. Cheju is home to an interesting breed of divers, all women some a bit long in the tooth and they dive into the ocean from the rocks and stay down for what seems like an eternity. The bring back octupus, sea snails, urchins...all manner of undersea fare! Watching them is a must see!
Seoul, on the otherhand is a big cosmopolitan Asian city and there is much to see and do. As indicated by Adam, there is little crime there, save the occasional "student protest". I would butcher the correct spelling however, ITI WAN is the large shopping area. Kustom taylor suit sah, Leebok shoe, Lolex watchie are the words du jour. Most of the stuff is knock off however the clothing is really not a bad buy. Then there is hamburger hill, the DMZ.....all worth a peep.