Thaipusam

I just checked the dates, and I will be able to time my trip so that I can be in KL for Thaipusam.

http://en.wikipedia.org/wiki/Thaipusam

It's a Tamil Hindu festival where devotees perform all sorts of masochistic feats, including walking on coals and "mortification of the flesh." I'm a pretty squeamish person, but I'm definitely going!