It can be VERY nasty and there are varieties of malaria around in South East Asia (and maybe elsewhere) that do not respond to regular treatment. Some go for the brain and leave you not too clever.Stopping mosquitos from biting you is the best way - see earlier posts. The London School of Tropical Medicine and Hygiene used to produce some sensible literature on the matter. The preventive treatment to take depends on where you are going and the variety of malaria prevelant.
Malaria carrying mosquitos do not always breed well in urban areas - but dengue fever carrying varieties do - and that can be very nasty and as far as I know there is no cure.
If you start getting fever and chills - off to the doctor quick - even if you THINK it is only the flu'. Local doctors will usually recognise it immediately but many will take a blood test to confirm.
You don't get immune to malaria and it can lie dortmant in the liver and break out one day when you are not feeling too well and back in the UK.
You average GP may not easily recognise it, so unless he was brought up and trained in a malaria area (for many years I had an India GP in the UK who used to recognise most of the nasties I picked up from his early days in Calcutta) - head for the nearest tropical medicine department - or you may end up with endless tests looking for the wrong things.