Sicily, Malta and S Italy are normally visited in transit between the eastern and western Mediterranean. Take it slow through Sicily, though. Aim to spend at least two weeks cruising the north and east coasts to see the volcanoes and ancient sites. Include the Aeolian islands, crowded in high season, but not to be missed. Marinas in S Sicily offer wintering bargains.
Malta (EU) provides excellent wintering and yacht service facilities, and nearby Tunisia (outside EU) is good value for wintering and fuelling.