Logistically speaking, all transportation options to Batu Caves are congested on Thaipusam. Ideally, be there beforehand, so that you can just wander over more easily, and be out of the way of believers commuting on the festival day. Aside from sampling the market, there are other things to explore.  The immediate area around Batu Caves is uninspiring. But the limestone cave complex of Batu Caves is interesting. Called the Dark Caves, it is managed by the Malaysian Nature Society and up until recently, you can get tours. At the moment, it is closed until further notice.  Nearby is the Forest Research Institute (FRIM), which hosts a decent acreage of forest, and is on the Tentative List for UNESCO Heritage classification. It's a great location for hikes, picnics, and birdwatching.