Malzahar is a AP farmer that is a MUST on going mid, malzahar is the best mid of all the champions in the game, hes not that squishy (like veigar) and he has a really nice damage when he use the malefic visions, Malzahar is a good champion, and he is really fun to play too. If you play as Malzahar, you need to look at what your enemies are buying and who that is against you. If you play against Gangplank or someone with QSS (Quicksilver Sash), you need to be careful, cause as the most people know, Malzahars Nether Grasp is a silence and can be resisted by for example Gangplanks "W" (Remove Scurvy).

When you farm with Malzahar at low level, make sure to use your malefic visions in a smart way.
If you use your malefic visions on a champion with high hp, then it's just a waste of mana, use it on minions that is attacked by other minions, because when it's low level, it's not sure it will kill the minion, and when it's rank 4 and you have bought so you have a total of ~300 AP you can use it on any lane and than go to another lane to use it on more minions.
Malzahar is the "king of farming" but hes not always easy to farm with, if you are against an ad carry like Caitlyn you will have to stay back a bit, because for carries with long range its really easy to counter Malzahar because hes armor is extremely low (if you dont buy Zhonya's Hourglass).

If you're playing against Malzahar, make sure to either be Gangplank (cause oranges makes it K), or buy Quicksilver Sash, and get much magic resist too (if Malzahar's really fed).

If you look at the build i made on the Gangplank at team 2, you can see the best items against Malzahar, loads of magic resist and spell blocking items.
In early game Malzahar will probably takes hes Q if the player looks at the other guides, I think they are pretty bad actually, because this force you to recall very often, the Call of the void-spell deals great damage, sure, but it will cost you lots of mana, and if you can see it, they deal the same amount of damage, just that the Q deals everything in a bunch.

But IF he takes hes "E" (malefic visions), then keep away from your minions, cause it bounces when the target has died and goes to a new one to kill, and if it deals much damage you will probably get it on you, if you're not moving your *** to a safer place.
At late game, just try to keep away from 1v1 with him, if he have his ulti (and mana) he will probably get you, it doesn't matter if you are tank or not, tanks have magic resist, but malzahar's combo together won't deal flat damage, even if you have TONS of hp, hes "W" (null zone) can deal as much as 16% (depending on AP, 100 AP = 1% and at level 5 it has 8% each second) of your hp every second in 5 seconds.

Malzahar is good in teamfights and it's a good idea to focus him, cause Malzahar will probably do his ulti on your adc, if she/he is fed, or on your tank, because he is probably the only champ that can focus instead of a low health adc.
Cleanse does not work against malzahar's R (Nether Grasp) and is not smart to pick in ranked when you are mid against him.