The Lascaris War Rooms
http://www.wirtartna.org/Default.aspx?tabid=2483 are atmospheric - if they're open, they were shut when we were last there.
The best read is Malta: The Thorn in Rommel's Side - Six Months That Turned the War by Laddie Lucas. You'll find it there in (expensive) bookshops if you don't have time to get it before you go.
Don't miss the stuff about the Great Siege in 1565 either, if you have time read Ernle Bradford's book The Great Siege: Malta, 1565. Also the prehistoric stone circles are awesome, visit Hagar Qim and Mnajdra.
Malta is a great place to go if you're interested in history.
56RAF_phoenix