It does depend a bit what you're looking for.

As a general historical overview of the siege, James Holland's Fortress Malta: An Island Under Siege 1940-1943 is a very good place to start, as is Ernle Bradford's Siege: Malta 1940-1943, although this is a much older publication than Holland's is - 1986 as opposed to 2009.

If you're interested in delving into the naval side of the country's history, David A. Thomas' Malta Convoys gives a very very good overview of the convoys that resupplied Malta (at normally great cost) throughout the worst of the siege. You'll find other books which specifically delve into the story of the famous Operation Pedestal - or Santa Marija Convoy as it is known here in Malta - and give a good account of just that convoy.

If you want to delve into the aerial side of the conflict, again there is a wealth of material that you can look at, with Anthony Rodgers' Battle Over Malta representing a good overview of things if I recall correctly. You will then be able to find various books which relate to specific ace pilots such as Adrian Warburton and George 'Buzz' Beurling who were based in Malta. This Bachelor's dissertation, which won the prize for the University of Malta History Department's Best Dissertation in 2016, also seems to provide a good overview of the defeat of the Regia Aeronautica over Malta during the siege. A fairly recent publication which I'll admit I haven't gotten around to reading yet even though it sits on one of my bookshelves is Major Tony Abela's Malta's Early Warning System during World War II which focuses on the first use of radar in Malta and states how it was actually one of the first places that radar technology was in fact used.

There are then a number of first-hand accounts written by people - normally children back then - who lived through the Siege. Laurence Mizzi's Wartime Diary of a Maltese Boy, Charles B. Grech's Raider's Passed, and Michael Galea's Malta Diary of a War are three good examples. You can also find various interviews carried out recently with people who remember the war, such as this interview and this interview which were both carried out by Television Malta - the country's national station. As a bit of a personal plug, you can also read an interview which I myself conducted (I'm a journalist by profession, despite being qualified in history) with Major Maurice Agius who served with the Royal Malta Artillery during the war, which you can find here. Despite being 98 years old when I interviewed him he was still sharp as can be. He too wrote a book about his memories from the war, called Recollections of a Malta HAA Gunner, which will be different to the ones I suggested above as it gives the perspective of a Maltese soldier as opposed to that of a civilian.

There are then several fascinating theses which delve into much lesser known facets of the Siege and its effects on Malta such as this one on the role of women in the war in Malta, this one which focused on the portrayal of Malta of British war artists, this one which looks at the sociological effects that the war and the food shortages that it caused had on the Maltese people, and this one which focuses on crime as a consequence of the siege (although this one isn't available online I'm afraid).

Obviously nothing beats first-hand research though. Unfortunately, the National Archives of Malta do not have their collections up online yet, so if you're based overseas it will be very difficult to access most of the records. However, you can check out their catalogue of records here, and if you'd like I can help you with some research from here in Malta as well.

Hope this is useful to you, and if you've got any further questions about this era or Maltese history in general, please feel free to ask!