There's no shot for malaria. And the side effects from taking prophylactic antimalarials are often too upsetting for many travelers. Headaches, nausea, tension, bad tempers, etc.
Most of the travelers I've met give them up after a few weeks, even in the subtropics.
In the third world, travelers are much more apt to encounter problems such as food poisoning (buy a week's supply of Cipro), rabies, and meningitis. I've seen/heard of people dying from all three (e.g., a Massachusetts woman who died near Boston, four weeks after being bitten by a dog in Nepal; the guy I took to the hospital who was half-comatose and nearly dead from dehydration/food poisoning; the Nepal trekkers who contracted meningitis, one of whom died before getting back to Kathmandu).