I like Amalia. However, Amelia is getting really popular and people might think Amalia is Amelia. I like Emilia slightly more than Amalia, because this confusion is less likely.
The "mal" root means Unlucky. That's what I hear when I listen to this name. For some reason the world mammalia comes to mind as well. I prefer Emilia or Amelia. (What about Amelie?)
Funny, I was just about to post "Opinions on AMELIA"...I'm not in love with Amalia, but I think it's okay. I love the name Amelia though, it's beautiful. Amalia is a very nice name, but not one of my favourites.