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Are you using trains or driving? This will make a difference. (Personally, I'd go for trains, but that's just because Italian drivers make me batty. Driving opens up the countryside to you.
The Roman piazza everyone is trying to send you to is Piazza Navona. I cannot rave enough about the gelataria on the side of the Fontana dei Fiume (the middle one) away from the Pantheon. It will have a ton of people around it, so it won't be hard to find. There's also a whimsical toy shop on the curved northern end of the piazza if it's raining and you need a place to escape to.
We really enjoy the mass transit in Rome. We try to pay, because we like supporting transit systems, but most Romans don't, so don't worry too much about having a ticket. If you find yourself with standing room only, do be careful of your possessions, but this would go for any major city.
The Vatican museums are stunning and enormous. Budget some time to see the Sistine Chapel if you'd like a real chance to look around. It gets very crowded inside. Don't just rush past the galleries leading up to it, either. They're quite amazing in their own right. Saint Peter's Basilica is free and open to the public.
Florence is one of my favorite cities in Italy. The old city is mostly pedestrian, with only select cars allowed access, so plan to walk a lot. Santa Croce is my favorite church for the interior with crypts for Italy's most famous residents. Santa Maria della Fiore, Il Duomo (Duomo just means Cathedral), is amazing for its history and it's Baptistry, in a separate building in the piazza, which is an amazing work of art. If you like breathtaking views, and don't mind climbing lots of stairs, I strongly suggest climbing either the belltower or the dome of the church. I believe that the dome is more expensive, and it's definitely more crowded, but the 360 view is amazing. San Lorenzo, which has the Medici chapel, is pretty awesome, though it doesn't look like much from the outside. If you do head to San Lorenzo, keep going past the Church, up the main street behind it, until you come to a large, warehouse-like building. This is one of the indoor marketplaces in Florence and you'll get great deals on local produce, fruit, and delicacies. There's a small deli inside, but I can't vouch for it's quality because I was going mostly for the fruit market upstairs.
If you need to just relax, the Boboli Gardens at Palazzo Pitti are very nice. Even at the height of the season you can find places in there to just sit and talk without being bothered, which can be difficult in the city center (Centro), but is easier in the areas around the Pitti, which is in Oltrarno (literally, the other side of the Arno).
My fiance and I actually had some excellent, reasonably priced meals on Piazza Vecchio when we were there, but it was the off-season, so I expect their prices are higher otherwise.
If you enjoy Renaissance art, then the Uffizi, just off Piazza Vecchio, is a must-see, but the lines are very, very long. I would suggest calling ahead (24 hours, normally) and reserving an entrance time for a few Euro more. The lines at Palazzo Pitti and Palazzo Vecchio are normally much more reasonable if you'd like to see the seats of Medici power. The lines to see the David at the Galleria dell'Academia can get long, and the museum is rather small and off the beaten path, so you'll have to weigh your options there.
If you enjoy fine leather, gold or quality hand-made paper, do a bit of shopping around to find yourself nice things. Don't stop in the tourist shops or the places right along main-drags (including the Ponte Vecchio). There's a very nice book-binding street on the way to Ognisanti that is mostly untraveled, which is the kind of street that you want.
Milan is a very industrial city, as others have said, and there isn't a lot outside of the main sights (Il Duomo, the Mall) that are worth sticking around to see. I would personally combine Milan and Pisa and then head to Florence. It should take just about 4 hours to get to Pisa by train and then another hour onto Florence.
Don't miss Capri. It's amazing. Naples, on the other hand, can be sped past without consequence.
In general, I would suggest not stressing out and trying to keep your days reasonable with plenty of gelati breaks. If you carry a backpack or large bag, expect to be asked to check it at all museums. Wear reasonable walking shoes because the vast majority of places will be cobblestone. If you plan to go into churches, especially less touristy churches, dress accordingly. Don't buy too much junk that you'll just have to cart around. Remember to order your water naturale, or flat, if you don't like carbonated water, because fizzy is the default. Get a lonely planet pocket phrasebook. Have fun!
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