The best? The minute I walked thru the doors at the Venice train station. If there is such a thing as love at first sight when it comes to cities - this was it. We only had one night, but most of two days (mid-morning arrival from Bologna, and a late night flight out from the airport - gave us until about 5pm or so). Biggest mistake on that trip was heading to Murano - we had only two partial days and we spent how much time to go to Murano, only to arrive about 30 min before the stores closed. Then having to wait awhile for the vaporetto back...ugh. That was a precious waste of hours in an already short visit. But we've been back 3 more times, and hopefully going back next year.
Another best on our first trip? Going out to the Appian Way while we were staying in Rome. Loved the afternoon we spent there.
The worst? The trains...and learning about the trains in Italy on a first ever trip to Europe. We made a few big mistakes...and didn't realize (at the time - are they better now?) that regional trains can get slower and slower...meaning that connection you thought you'd make left 20 min ago. We were heading to Cinque Terre and the ticket said via Ferrara, so we stupidly thought that meant we had to change trains in Ferrara - yeah - no, that's not what it meant. We got off the train then spent an hour in this little station for the next one. Listened to my husband and we got off at the wrong stop to go to Herculaneum in Naples. It was a Sun - had to wait an hour for a train to take us back one stop. Going to change trains in Milan to go to Bologna. Regional was slower and slower - arrived just in time to see our connecting train leaving. We were very ignorant of how the trains worked. I'll shorten the story, but an hour later we ended up on the wrong train, went to Verona instead, just missed our connection to Bologna because - you guessed it - the train was running late. Another hour wait for the correct train. We had planned to get to Bologna around 6pm - it was around 11pm when we finally got to our accoms. We are much more savvy about the trains now, and I laugh now, but when I found out we were on the train to Verona, I had to go to the bathroom for a good cry - what a day.
But from all our trips, I have learned to slow down. That first trip, we did 5 nights in Rome (which was good) then did 2 in CT (with a stop in Pisa), 1 in Genoa, Bologna and Venice - we should really have taken travel times into account and based somewhere instead of 1 night stays. We had a few days in Milan on another trip and took a trip to Lake Como - we should have skipped Milan and just stayed somewhere there.
Also, if you aren't a wine drinker (we usually drink milk at home)...wow, is soda expensive with meals. We learned to spilt a litre or two of water with our meals.
And seriously - don't underestimate how much time it takes to move between places!!