Malta's history is dense enough to reward some background reading before you go.
History and archaeology
The Knights of Malta by H.J.A. Sire (1994) is a thorough and readable history of the Order from its origins in the Crusades through to the present day. Solid preparation for making sense of Valletta.
Malta: A History by Brian Blouet covers the full sweep from the prehistoric temple builders to the twentieth century in compact form.
The Malta: The Thorn in Rommel's Side by Laddie Lucas deals with the island's pivotal role in the Second World War — the siege, the convoys, and the RAF's defence of the island.
Travel and culture
The Kappillan of Malta by Nicholas Monsarrat is a novel set during the wartime siege, woven around the story of a parish priest in a bombed-out village. Still widely read and respected, and a good way into the character of the island.
Insight Guide to Malta (Insight Publications) remains a reliable reference for history, culture, and practical information.