Firstly- 'Malice Mizer' is pronounced 'marisu miseru' in Japanese, & in English: 'malice'-as in spite and 'mizer'-as in someone who hordes money. This isn't as well known a fact as it should be!

Their costumes
The very first thing people notice about Malice Mizer is their extravagent costumes. Now, I wouldn't go so far as to say Malice Mizer were the founders of visual kei, but they certainly shot the genre to widespread fame. Visual kei is a Japanese-invented style of music, where the band's look and presentation is of equal, perhaps more, importance than the music itself. Malice Mizer, especially the founder Mana, focused on their look, wearing different sets of costumes when a different single or album was released. I would like to suggest they chose their outfits to suit the music- either the tone, feel, or lyrics. Each member seemed to have similarites in the costumes they chose, for example, Mana was, and still is, rarely seen out of dresses/skirts, & Kozi's dominant colour was red.

The lives
Malice Mizer's live shows were also altogether different. The band would decorate the stage as they did their costumes, & perform skits & elegant dance routines along to their songs. Malice Mizer lives were more of a performance than a concert, as sometimes only one band member (plus vocalist) would be playing their instrument during a song while the others performed. Live additions included glitter powder being thrown into the crowds, Yu~ki acting as a vampire, tea parties with lutes, & Mana's infamous scooter.

The Music
The most important part! One of the reasons Malice Mizer was, & will ever be one of the greatest bands in my heart is because of the diversity of the music. At the time of Malice Mizer's formation the popular bands in Japan were leaning towards what I deem be neo-punk in England, & the high-pitched male voices of jrock/pop. Malice Mizer split away from this. The albums vary hugely, & even songs on the same album can sound totally different. The sound varied a little like this:-
Mana's classical influences & guitars sounding like harpsicords/Tetsu's pronounced vocals -> Gackt's soft strong vocal range/Kozi's dance beats/Yu~ki's tuneful compositions -> Klaha's operatic voice/Mana's heavy guitar work/synths.