Why play Malzahar?
One of the most commonly played support champions in high elo right now is surprisingly Malzahar. After Miss Fortune support took the meta by surprise during Worlds, players began experimenting with other damage heavy support champions. In general, the purpose of these picks was to focus on bullying the lane phase and snowballing to a large advantage through dragons and towers. With this in mind, Malzahar is a really intriguing pick. He has some of the highest damage in the early game with his voidlings (W), Malefic Visions (E), and the Malefic Visions reset (Q) all dealing high amounts of early game damage. In addition, he helps push the lane which leads to both an early level 2/3 spike and a greater threat on the enemy tower.
One recent adjustment to the bot lane meta has further put Malzahar in favor - the increased use of mages in the bot lane. NA LCS player Shipthur started playing Ziggs in the bot lane as a higher damage threat who could still take towers and the strategy soon caught on. Eventually, players began using other mages in the bot lane as well. Malzahar is an even better fit for this metagame because of his passive, which protects him from the first spell cast on a 30 second cooldown. Although this passive was already useful against supports, it gained additional utility following this meta shift.
What is the skill order?
Players skill the W (voidlings) first to help push the lane and set up for an advantageous position at level 2. At level 2, Malz players should take E (Malefic Visions) for a strong level 2 all-in combo. Good usage of the void spawn and E can quickly chunk the opposition and allow the bot lane carry (AD or mage) to finish off opponents. Q (Call of the Void) which silences and resets E, should be skilled at level 3 for maximum damage.
From then on, the skill order is R -> W -> Q - > E. R is a powerful spell that will still nullify carries or shred tanks. W can help push the lane faster so it's maxed next.
What is the most common build path?
The first item is almost always Eye of the Watchers, to provide vision for the team - the most critical duty of a support player. Afterwards, most players build damage items, specifically Morello's and Rylai's and occasionally Morello's. However, in a competitive setting, Redemption is likely also a very powerful choice.
For boots, players generally alternate between Mobis and Luciditys.