Flying into Malta from Malaga early on a Friday morning, I wasn't quite sure what to expect from this former British colony.

After checking into a hotel in Valletta and having a wander around, my first impressions were that the islands are steeped in history.

Valletta is officially Europe's smallest capital, but despite its small size, it punches above its weight in the tourism department. Built in the 16th century, it was the first planned city in Europe, and is peppered with picture postcard streets filled with 320 monuments of interest.

Among this treasure trove you'll find St John's Co-Cathedral, arguably one of the most beautifully decorated churches in Europe. Other notable buildings include one of the oldest working theatres in Europe, the Manoel Theatre, built by the Knights of St John.

I was most impressed by the Upper and Lower Barrakka Gardens though. Built in 1661, they host a collection of impressive statues and exotic plants, while offering stunning views of the Grand Harbour.

While meandering through the capital I stopped in Caffe Cordina, a popular haunt for locals and tourists alike. And if looking for a place to dine, I'd certainly return to Noni restaurant, a cosy little eatery that serves traditional Maltese food and wine.

I also inadvertently stumbled upon "The Pub" one evening, which turned out to be the infamous watering hole where the actor Oliver Reed died in 1999, following a heavy drinking session during the making of the film Gladiator.

Film fans may be interested to know that over 200 movies have been shot here in the last 80 years. These include The Da Vinci Code, World War Z, Assassin's Creed, the Count of Monte Cristo and the series Game of Thrones.

I also found quite a few nods to the island's British heritage, such as the red phone boxes and post boxes and traffic driving on the left-hand-side of the road.

The Brits reading this might find it interesting that there is a villa in Valletta that is the only place outside the UK that Queen Elizabeth II has ever called home. She lived there from 1949 to 1951 in the early years of her marriage to Prince Phillip, who was stationed in Malta as a naval officer.

Gozo

One morning I took a ferry to the island of Gozo, the second largest island of the Maltese archipelago, which is sometimes referred to as the island where time stood still.

A great spot to take a photo is the Mixta Cave, which overlooks the breathtaking Ramla Bay.

By far my favourite stop though was a tour of the Inland Sea. For just four euros you can travel through a narrow, dark cave by boat, before emerging into the daylight in the Mediterranean Sea.

I also enjoyed a visit to the Citadel, an ancient fortified city at the centre of Gozo, which boasts impressive Game of Thrones-style fortifications.

Inside this walled city, there is a quirky restaurant called Ta' Rikardu, where the owner serves his own cheese and wine from his farm. I ordered a lamb cooked in Rikardu's wine with potatoes, which was so good I could have eaten it twice.

On the way back to Malta, I caught a smaller boat for around 10 euros, which detoured to the infamous Blue Lagoon, just off the tiny island of Comino.

One of the biggest attractions on the Maltese islands, it is a giant natural swimming pool, boasting shallow turquoise water that is hard to resist dipping into. Get there early though, as when I arrived at 4pm it was heaving with people.

Now I'm not sure if you're a temple fan, but there is an abundance of megalithic temples in Malta, including the oldest freestanding structures on the planet. I somehow managed to visit three: the Ggantija Temples, the Hagar Qim and Mnajdra Temples, and the Hal Saflieni Hypogeum. Some of these temples are older than Stonehenge and the Pyramids, to put it into perspective. But if you've only got time for one, I'd opt for the Hal Saflieni Hypogeum.

Located in Paola underneath a modern street, this enormous underground pre-historical burial site was discovered by accident in 1902 and is more than 5,000 years old.

Mdina

Mdina was Malta's first capital and also a colony of Rome. It's medieval and baroque architecture, fortified walls and strategic location on high grounds make it one of the most enchanting places on the island.

It is also known as the Silent City, as only around 297 people live within the walls. In addition, businesses have strict noise restrictions and vehicles are also strictly limited.

The Second World War

A little known fact about Malta is that it was the most bombed country in the world during the Second World War.

A church where you can see this first hand is the Mosta Dome, where on 9 April 1942, a German bomb pierced the dome, ricocheted and fell to the floor without going off - while 250 locals stood open-mouthed watching.

Hailed as a miracle, the bomb is still on display inside the church. While outside, you can explore a free underground air raid shelter.

In truth, four days is not enough time to explore all that Malta has to offer, but there is something for everyone here that will make it a memorable holiday.