Cinque terra from Milan

Most people seem to take a flight (from other European cities) into Pisa and a short train ride up to LaSpezia. You'll take a local train a short distance from there into the C/T.
If you're flying from North America into Milan, the 3-4 hour train from Milan to the C/T would be a time saver. Some trains don't require transfers, but some trains require 1-2 transfers. Just choose the direct trains on http://www.trenitalia.com/

Its easier to get a direct flight from the U.S. into Milan, but as noted in the other post Pisa is closer. I flew into Milan because of a really good fare sale in 2003 and it worked out just fine. If you choose this option, you'll fly into the Milan airport then need to take the subway to the main train station downtown. From there you'll travel to La Spezia which will probably require a transfer of trains at Genoa. Once in La Spezia you can take the local train to whichever town you're staying in. A couple of notes - this was way back in 2003, so be sure to double check everything. Also, this assumes that you're traveling light enough to haul your luggage as you switch trains.

Have fun.

i did Pisa to go to the CT in October and as the previous poster stated you have to connect at Le Spezia and then take the regional train to the CT village or CT area village where you are staying. I left Indianapolis and chose Pisa because I could get a better price thru Pisa. We looked at Milan because many said they would be cheaper with more flights but for our dates it didnt work out that way. We flew American and they did a code share thru BA. Connect thru Philly, London, had great flights. Pisa is still working on a tram from the airport to the train station but we had no trouble riding on the shuttle bus. If you go tht route be sure to buy your bus tix from the bus driver, no need to wait in the tix line in the airport, the drivers sell the 3-4 euro tix. Good info on train travel is www.seat61.com/italy-trains enjoy the CT we loved it, stayed up at Mongelia a bit out of the main touristy area and trained/ferried into the CT each day.

In order of ease to get to Cinque Terre, I think the order would be Pisa, Genoa, Florence and then Milan a distant forth but if Milan is much faster and/or cheaper to fly into it still works.

From the US it can really depends on where you are flying out of.
Some of the larger east coast airports will have direct flights to Milan and/or many options into Milan making it much cheaper or faster in most cases. NYC it will always be cheaper/faster/more options into Milan as an example.

Pisa is only served from the US via a European connection, so nothing direct will ever be available.
If you are flying from a smaller US city though, you are going to have connections to get to Italy either way though so you should compare both.

Pisa is the closest international airport.
Genoa is nearly as close.
Florence comes next.

Milan and Rome are however the largest airports in Italy, therefore offer more choice of flights, including non stop from the US.

Pisa also has a non stop from New York JFK (Delta Airlines) but it operates only in summer (Jun-Aug).

Genoa and Florence (and also Pisa except for the aforementioned seasonal Delta flight) have only intra European flights, therefore you'd need to connect through a EU hub.