I was told about Business First, a one-stop-shop for setting up your own activities as a self-employed person or a business.
I don't know the details for businesses, but for a self-employed person, they will get you the social security number, your VAT number, your tax registration number, and the registration with ETC - all this free of charge. This saves you the hassle of going to four different places.
They are in Guardamangia (Pieta), in the old St Luke's hospital, and were recommended to me by John Huber.
http://www.businessfirst.com.mt/en