Times may have changed - but the reason I did not try to stay in Brunei was that there was no budget accommodation.
The main town is nice enough for a few hours.

But you could go to the two wonderful Malayasian states to east and west. Loads and loads of fantastic experiences to be had there.

I spent several days in Brunei in November, 2004, at the end of Ramadan. It is about the dullest place on earth, in my opinion. The highlight was going to the Sultan's open house at the palace where his faithful subjects, in their holiday finest, enjoyed the once-a-year access. The hotel I stayed in was about $50/night, probably at the low end of availability. At the other extreme is the Empire Hotel, built by the sultan's extravagent brother, which is a tourist sight unto itself. BBC is available on television because of the royal family's fondness for things British. Other than hotel restaurants, the only places I saw were super inexpensive Chinese restaurants of the "hole-in-the-wall" variety. I concur with earlier writer that the two Malaysian states (especially Sarawak) offer vastly more for the visitor than Brunei. ZZ

I wish to add a positive postscript to my negative response earlier. Within the last year, on this Web site, there was a thread on activities in Brunei and readers suggested possibilities. You could initiate a search under the "countries" column. ZZ

Here's one from August with some good info links.
http://www.fodors.com/forums/threadselect.jsp?fid=27&tid=34668296