I usually junction Confuse, Berserk, Sleep, and Pain when dealing with Malboros. Another effective combo is Holy, Esuna, Reflect, and Pain. If you get 100 of each, you have 85% protection from Confuse and Berserk (which is usually enough), and have a wide range of resistances to the other effects as well. You can of course substitute Pain for Berserk or Confuse if you like.

Facing Malboros is one of the times when I get really upset at Square for not releasing the Pocketstation in the US...