The most favorable periods are April-May and September-October, although you can go all year round. In the winter months visibility is somewhat reduced, but there are more chances to meet large oceanic inhabitants.

In Kota Kinabalu it is not very convenient to combine rest with diving, given the remoteness of popular hotels from the marine park. I would recommend diving in one of the diving hotels on the islands of Mabul, Matakking, Pom-Pom or Lankayan, and then "get" a beach holiday in Kota Kinabalu. Or, if you are unpretentious for accommodation and ready for independent tourism, you can look for small hotel owners in the Tunku Abdul Rahman marine park (near Kota Kinabalu) and live in them.