Malarone (atovaquone/proguanil) is very well tolerated and usually the side effects are rare. If you do experience any unwanted effects they can include stomach upset, headache skin rash and mouth ulcers. Side effects can sometimes be reduced by taking Malarone with food.
Doxycycline treatment can cause your skin to show increased sensitivity to UV sunlight. This means that you will burn much quicker on exposure to the sun than normal. Most malaria zones exist in warmer climates, as this is where mosquitoes thrive. To counteract this you should wear a high factor sun block (SPF 50), try to cover exposed skin and stay out of the sun when it is strongest between 11am-3pm. Other mild side effects that are reported with doxycycline treatment include stomach upset, indigestion and thrush.
Mefloquine (Lariam) needs to be avoided by those who have suffered from (or have a close family member who suffers from) mental illness and those who are epileptic because it can cause vivid dreams and sleep disturbance, mood changes and anxiety.