Never owned one, but I have taken classes from a trainer that runs them in Obedience and Agility trials.
They are a very intelligent, high energy, high drive dog that requires a great deal of exercise and without a purpose in life, may well be a handful at home.
They would make a great pet if you have the time and a plan to keep them occupied. That is true from all the herding breeds
You might look up the Greater Lincoln Obedience Club (GLOC) as they have a few Malinois owners in the club