A lot of people i see Malzahar don't do amazing, some do of course, but those may be the exception. I'm here to make that the rule.
Early Game -
Start off with a Sapphire crystal, giving you extra mana you'll need. If your smart with your Visions, you'll be restoring just enough to harass until you get Tear, which will give you all the mana and regen you need all game.
Middle game -
After getting Mejais be in every fight you can, meaning get those stacks up. This item for its price can get you a whopping 180 AP total, basically doubling your damage output. Afterwards grab those boots you've been waiting on, as I'm sure the ghost button has been hit a few times (if facing a hard stun team, make sure to grab mercuries instead)
Late Game -
By now you'll have archangels, and maybe Zhonyas. You shouldn't really get to Rylais, but if you do you should be a train. Nothing can stop you, especially not 1 on 1. Keep the course, and you should end it like you began. Rocking like nothing can stop you.
A lot of people will see this and overlook it because of my null zone skip. I agree the QWER combo is powerful, and will net you kills. But w/ ignite placed during your ultimate just these 3 abilities at the appropriate ranks can kill all but people with high Health or magic resist. But, i wont lie, level 13 is when you shine. I just don't feel in a game that doesn't team fight early the circle doesn't do the dmg other abilities can especially not to 1 or even 2 targets.
Learn to lead. this will net you plenty of kills, and piss your opponents off. Also, make sure not to cast once you use your ultimate, unless ignite this will waste it.
This has been my Mal guide. Comment with criticism please (Give reason for thumbs down i know i will get)