What is the penalty for practising polygyny without the court's permission?

It is a Syariah criminal offence. In the Federal Territories, Act 303 section 123 provides for a fine not exceeding RM1,000 or imprisonment not exceeding six months or both. In Selangor, a similar provision is found in the Islamic Family Law (State of Selangor) Enactment 2003, section 124. Other states have equivalent provisions, but section numbers and penalties may differ, so check your state's enactment. Besides the penalty, the marriage must go through a validation and registration process in court, which takes time and money. The wife and children may also be affected in terms of documents. The safer path is to apply for permission first: polygyny procedure.