Here is a summary of major shopping malls in greater Boston. I have not covered strip plazas as there are so many of them consisting of an anchor store like a supermarket or a Target and then a string of other stores along side.
Cambridge - Cambridgeside Galleria - Standard suburban mall in south eastern urban Cambridge.
Burlington Mall - Right off 128/95 on the Burlington/Lexington line. One of the larger malls in the area due to its great suburban access location and ample parking.
Natick Mall - Redesigned in the past decade with the addition of parking garages and the adjacent and very premium Natick Collection, the Natick Mall is perhaps the best and most interesting of all area malls. It doesn't hurt that the area remains one of the most famously successful retail locations in the country with tons of big box stores covering the whole wedge of land between Route 30 and Route 9.
Chestnut Hill Mall - Limping along on one leg after once being the most premium of malls in the area a generation ago, the remaining mall has a basic array of upscale stores with a few more across the street at the Atrium. UPDATE 2013: With the goal of reinvigorating the retail environment in Chestnut Hill, a new mall has just been completed across from the old Chestnut Hill Mall. The Street Chestnut Hill has opened. Whether or not the construction of a new building will really make a difference, no one can really tell.
Square One Mall - Anchored by big box stores such as Best Buy, this mall right on Route 1 in Saugus has lots of middle of the road stores for suburbanites.
Liberty Tree Mall in Danvers - A nice big suburban mall with ample parking servicing the North Shore burbs.
Silver City Galleria in Taunton - A good sided suburban mall well located right off Route 24 at the 140 connector for New Bedford.