There is currently no vaccine for malaria, so many travelers choose to take anti-malarial pills. I usually explain that these are safe for people but they make the body "toxic' to the parasite. Some drugs kill it quickly while others work later in the infection cycle, which explains why they are taken for different lengths of time. Here are the considerations usually given when selecting a drug:
Atovaquone/Proguanil: best for short or spontaneous trips, since it can be taken just one day before exposure and only 7 days after departing from the risk area. For this reason it is also good for long trips that include occasional stays in risk areas. It is not associated with any common serious side effects, but the cost (approximately $5 per tablet) can be limiting for long trips unless you have drug insurance to cover it.
Doxycycline: best for travelers on a budget, the cost only about 70 cents a pill. It is also effective for spontaneous trips since it can be started just one day before exposure, but it needs to be taken for at least four weeks after leaving the risk zone. It is an antibiotic, so it can cause stomach upset and yeast infection. It also concentrates in the skin, so while it works well for clearing up blemishes it can react with the sun to cause a very bad burn-like reaction if skin is unprotected (especially in the tropical sun!)
Mefloquine: Best for long trips, it costs about the same per tablet as atovaquone/proguanil but only needs to be taken once a week. It needs to be started at least one week before exposure and taken through until 4 weeks after leaving the risk zone. It is commonly associated with both short-term side effects (unusual dreams, psychological disturbances) and long term chronic dizziness (possibly) so the risk needs to be balanced with benefit. It should never be used by someone with underlying psychological conditions, but those without can try a few trial doses before their trip. If it sits well, it is a very safe and effective preventative drug. There are areas of resistance, so a travel health professional should assess whether it works at the destination.
Chloroquine: Best for the small number of countries with non-resistant malaria, it is inexpensive and only needs to be taken once a week. Side effects are minimal. Like mefloquine, it is taken a week before right through to 4 weeks after exposure. Malaria parasites in most regions are resistant to this drug, but it works well in certain caribbean and central american countries.