I will go to Macao first, then Shenzhen and Xiamen, which visa i must get from the embassy of china in kuala lumpur?

With Indonesian passport, you are not required visa to Macao if you will stay there for less than 30 days. For Shenzhen and Xiamen, you can apply for a China toursit visa. But if you want to apply for a China tourist visa in KL, you need to provide your Malaysian residence permit or visa which should be valid for at least half a year. Otherwise, you need to apply in Indonesia.

miles, i wanna ask about one of my friend,,,his condition same as me,,but this nov is her graduate and his visa only for 27nov 2011, but he already buy the ticket from kuala lumpur to macau at 26dec 2011,,,he go to xiamen,, so how about the visa? thanks for ur information.

If his Malaysian visa is valid for less than 6 months, he can not apply for a China visa in Malaysia. He need to apply for a China visa in Indonesia. But if he does not want to go back, he can send his application and all required documents to his family and ask them to do it on his behalf.

oh my god...so the key of his visa is living permit must be in 6months is it? thanks

Yes, it is true. the residence permit or visa should be valid for at least 6 months for China visa application. That means with it you are entitled to reside for that long period of time in Malaysia.