We're looking for a broad overview on this first trip... history, art, architecture, culture, food, scenery, daily life. We did book The Last Supper, Venice Kayak, concert at the Verona Arena, a couple of tours in Rome (Friday Night Vatican, Colosseum/Forum/Palatine) and we'll get the Firenze Card to cover most of Florence. We plan to book the Borghese Gallery in advance and we're considering some additional tours. I have been considering booking some trains in advance, for the considerable savings, but that seems like a value trade-off for flexibility on the fly. . . . anything from a Florence side-trip to a restaurant in Rome,
Ah, now I understand.
Milan has attractions and you won't regret your time there. Most of us usually say "skip it" because there's so much more to see elsewhere, but you have the Last Supper reservation which makes it a must. Walking around the roof of the Duomo is special. If you're short on time, skip the interior or do it briefly. Be sure to walk through the Galleria Vittorio Emanuele II. On the other side, there's a charming square and just passed that you'll see La Scala. If you have time, it has an interesting museum as well as getting a look at the elegant theater. Not far from there, and a pleasant walk, is the Sforza castle and its museums.
Verona has lots of interesting sights besides the Arena. It's one of my favorite places. Look at Verona Card for more info.
In Venice, I liked Rick's self-guided audio tours (as elsewhere in Italy). They are mostly about 45 minutes long and have interesting information. Be sure to print out the accompanying maps. Others rave about Alessandro's cicchetti tour. He didn't have enough people for a tour when I was there (off-season). The Doge's Palace Secret Itineraries tour is great, needs to be booked in advance. Get the earliest tour you can, it gets hot. Visit San Marco between 11.30-12.30 when the mosaics are flood-lit and visit the museum - you get great views of the nave and the mosaics and access to the balcony.
Book train tickets in advance. Besides saving money, you'll save time - lines can be long at the train station, both at the ticket counters and at the machines. Flexibility isn't what you think it will be - you are going to want to stay longer everywhere and be sorry you didn't get to your next destination earlier! I find that knowing my train time in advance helps me focus on my "goals" and not get too distracted by everything else I see along the way. I'm not a foodie, so as much as possible I travel in the late afternoon or evening, and relax after the day's sightseeing. Sometimes I take a picnic dinner to eat on the train, sometimes I arrive early enough to go out for dinner after checking in to my hotel.