Gotta say that I love me some Malphite. He's become my main as of late after I bought him spur of the moment. He's one of the most variable champs, from dps to tank to AP (though I kinda suck at AP myself), or a hybrid of all of them.
I'll just throw my personal build down real quick, in little detail.
Start with a Ruby Crystal. Second buy is Ninja Tabi. Turn your Ruby into either a Frozen Mallet or a Trinity Force, if you're going tank or dps respectively. Then it depends a lot on the game, but I almost always go Banshee's. After that, for DPS, you can go Phantom Dancer -> Infinity Edge -> Black Cleaver, which gives you some massive damage with a full W skill (70% damage for 6 seconds, plus the first trinity proc). For tank, I like to stack Sunfire Capes. Charge in with your ult, knock some people around and start dealing an extra 150 damage a second as an aoe, soaking up damage all the while.
Be forwarned, Malphite is not a "true tank", like Alistar. His ult is one of the best initiators in the game, and if built right he can be quite respectable, but Alistar is simply better at tanking, flat out.
My 2 cents. Hope it works out for ya.