マリク is how the name is written in Japanese. When romanized, it would be "Mariku". However, as people in this thread have already stated, the sound/letter "L" does not exist in Japanese, so technically, his name should be Mariku, or since the final "u" is silent, probably Marik. But since the character is Egyptian, it makes sense for him to have an African name. That's where "Malik" comes in. It's an African name (possibly Egyptian, even) and it fits with the L/R thing in Japanese. I'm almost certain that his name is supposed to be Malik in the Japanese version. People just say otherwise because they like transliterating to the romaji directly instead of taking into consideration what the original creator meant when giving the person the name. =\
As for me, personally, I use "Malik" when talking about him and "Yami Malik" when talking about his darker half. (In fanfiction, I use "Mariku" though). ^_^ When I'm referring SPECIFICALLY to the dub-version of him, I'll sometimes use Marik, since that's his dub name. =\