Train Reservations September 2015 for Switzerland and Italy

If you have those three routes on hold, not yet paid for, you can do it either way. The price difference between reserving those on Rail Europe's web site and reserving in train stations should not be much (e.g. $12 vs. €10 per person for a faster Italian train). Doing it by phone costs more, but you've already used your time and the agent's time to get that far. Do not purchase Rail Protection Plan on any of these. There's also bound to be something that must be shipped to you as a paper ticket, not printable at home; if purchased in a train station, they would just hand these to you. They are not likely to sell out.

Your remaining trains don't require seat reservations, so you can just hop on with the rail pass, which is what I would do. Or you can buy optional seat assignments for a longer trip such as to Munich or to Luzern at a German train station for €4.50/each, for instance when you stop to have the pass activated at Frankfurt airport train station.

If you choose a departure from Munich to Switzerland that starts out by bus, then the bus will require a seat reservation, since it has less room than a train. How to Look Up Train Schedules and Routes Online gives you the DB train schedule link and tips for using it.