There are a couple of things to consider when choosing a miniatures game. One of the biggest things to consider is if you like the theme of the game, which it sounds like you already have covered. Another thing to consider is what the local gaming scene is like, is there a Malifaux community in your area? If not, are there friends you can convince to try the game with you?
Another thing to consider is price. Miniatures gaming is a fairly expensive hobby. This is an area where I think Malifaux has an advantage as all you need to play is rules manual, a deck of cards, and a starter box. You can get started in Malifaux for between $45 to $75 which is a pretty low entry point for a miniatures game.
While all starter boxes can be played by themselves, some really need some additional models to truly work well. Some also have a very high learning curve to start the game with. If you do decide to get into the game, figure out a faction that you like and post what master or masters you are wanting to start with and people can give you advice on how they play out of the box and what models you may want to pick up to make them work better.
Once last thing about Malifaux that really separates it from a lot other miniatures games is that the goal to to accomplish different strategies and schemes, not just wipe your opponents models off the board. Depending on the Strategies flipped it is possible to loose all of your models and still win the game. It can make it harder for experienced miniatures gamers who are used to kill, kill, kill to transition over. But works well if you are just starting out in the genre. As a board gamer the extra strategy of this aspect might appeal to you.