Start off with 5x Q asap (= 5x Q at level 9), followed by E. Put a point in R whenever you can, and finnish with W. I like to put 1 point in W at level 4 since it increases both your chance of survival and damage.

Hello there! The reason I'm sharing my Malph guide is because.. Well, I think that the guides here on MOBA lacks real tanky builds. Sure, Malph needs his mana regen from the Utility Masteries, but I tend to counter that by going for blue buff in late game. Malphite is also a great solo laner, you will have to hug the tower a lot, but that will pay off once you get your ulti. I wouldnt advice you to start harrassing until level 3 or 4, 'cause that's when you start doing some real damage to those squishy AP/AD Carrys.

Build 1 is a dual lane build, while build 2 is for solo/mid.

So, here we go!

The 6th Item is for you to choose.
Banshee's Veil if you're facing a AP Nuke heavy team.
Thornmail if you're facing a AD Heavy team.
Sunfire Cape if you're losing the game, and you have to defend those turrets (for solo lane build)
Guardian Angel if you find yourself focused (Highly unlikely) (I've only bought this item once, so don't expect to buy it a lot)
Quicksilver Sash if you find yourself CC'd A LOT.
Warmog's Armor is an item that I've never bought on Malph, but I guess there's people that would like to have it. I can see the use of it, but I'd rather pick one of the above.

I tend to go with and cause of the Mobility with Teleport. Flash will not only save your life like a thousand times, it will also score you kills throughout the game.
If you solo lane, I would recommend switching for

I go with 0/21/9 simply because I like to play Malph a little bit more tanky. I would advice you to swith the point in Teleport for Clarity if you solo lane.

For runes, I go 9x for better early game damage 9x 9x 3x to boost your passive early/mid game.

/Pros=
Great early/mid game harrass
Great farming with Sunfire Cape and W+E
Great initiator with R + E + Randuin's Omen.
Really tanky with his passive.

/Cons=
Malph doesn't have a taunt like most other tanks. when you've initiated, theres not much you can do except for slowing the chasers/escapers down.

Early Game.
In early game, You'd like to take it quite easy until you hit level 3 or 4, cause that's when you start doing damage. Malph works best with a ranged carry if you want early kills, but Malph is also really good with for example Soraka, since you will be able to stay in lane for ever. As a Solo laner, you should just take is easy and play it safe, pick your opportunities, score easy kills, without risk.

Mid Game.
Mid game is where the fun begins, you can faceroll pretty much any Ranged Carry. Just harrass them to 50-60% health, then pop W+R+E+Q and you'll have yourself a kill. It's as simple as that. In mid game you should also be able to push some, so that you can go mid for ganks. (However, you should not do this as solo laner, just play it safe)

Late Game.
Well, what is there to say about late game.. Basically everything you do is being one of the best initiators in the entire game, with W+R+E+Randuin´s Omen+Q. This will not only hurt your enemies alot, but also slow them, giving your mates the opportunity to make atleast 1 or 2 enemies bite the dust. You would also want the blue buff in late game.

I guss that's all I have to share. Just remember, pick your fights, you're not superman (even though you might seem to be, with that awesome passive of yours) I will be updating this and constructive feedback is always welcome. Keep the comments clean!
Have fun pwning with Malph!