The only dress code I can think of is:
Churches/The Co Cathedral,
No shorts for men or women.
Women should cover their heads with a scarf etc.
Although the Maltese are relgious(as above) apart from this there are no other dress codes,and you will the Maltese friendly,laid back,and only too willing to ensure you have a happy stay.
We have been quite a few times,and although it's a small island (about the same as the Isle of Wight believe it or not) we always find something new to do/see.
Have a Great Time,and remember it WILL be quite hot,so always carry water with you.
However,nearly every liitle town/village has a cafe so you souldn't dehydrate too much!
If you are in Mdina(Medina) DO go to the Cafe Fontanella,for the nicest choccy cake in Malta and stunning views(it sits in/on the city walls)
See Here:~
http://members.virtualtourist.com/m/p/m/2d9c72 /