"we are 4 people and having a car maybe cheaper from/to Milan to Rome"
In a word, no.
If you buy advance tickets that are non-refundable and non-exchangeable, you can get tickets for as low as €19 for each segment. There is no way that the combined cost of car rental, gas, tolls, and parking will be cheaper - and that's not counting the one or more fines you will possibly accrue from speeding (even a tiny amount over the limit will be caught by the cameras they use) or going into restricted areas (also enforced with cameras in these cities). The trains on these routes go much faster than a car can, as well.
These fines are for EVERY infraction (so if you get lost and enter a restricted zone three times in 10 minutes, you get three fines, not one). And the fine comes in installments. First, there's an administrative fee of about $45 from your rental company, for turning over your information to the authorities (you agree to this in your rental agreement). Then there's the fine itself - months later.
Since you are on a short trip, it shouldn't be hard to commit to trains and buy them when they go on sale for your dates (some March dates are already on sale). You print them at home, then show them on the train - easy. But be careful - if you buy the cheapest tickets and don't use them, for any reason, they turn into scrap paper. So be sure of your travel plans before purchasing.
If you don't feel comfortable with that, you can just buy tickets there. These will be Base Fare, which is not exorbitant. For instance, from Milan to Venice it's €38.50 per person, and from Florence to Rome it's €44.
To find these tickets, go to the Trenitalia website. You will need the Italian names of the stations:
Milan = Milano Centrale
Venice = Venezia Santa Lucia (Venezia SL)
Florence = Firenze Santa Maria Novella (Firenze SMN)
Rome = Roma Termini
There are three fare levels - Base, Economy, and Super Economy. Base is fully refundable and exchangeable, but there's no advantage to buying those ahead. Economy is exchangeable, but not refundable, and you must pay the difference between the Economy fare and the current fare. And Super Economy, as I said above, is fully non-refundable and non-exchangeable - so it's the cheapest.
The cheapest tickets sell out first; when they're gone, they're gone - hence my advice to book as soon as you are sure of your plans.
By the way, unless you have a special interest, I agree that on a short trip like yours you could skip Milan. I like it, but most don't, and you don't have time for the B-list. You'll be rushed seeing just Venice, Florence, and Rome in 10 days (and is that days on the ground or does that include time getting to and from the US?)