Even from New York, flights to Sicily are relatively pricey and relatively complicated compared to most other European destinations. So, from Sacramento or Reno, it's going to be even harder and pricier.
United does have "seasonal" flight from Newark to Palermo and to Palermo. I don't know how many times a week these flight are or what are the dates of their "seasons," but if you can utilize one or both of these flights, it may make things easier (if not cheaper). Otherwise, you have at least one connection, even from a major hub like JFK or BOS, to get to Sicily or Naples.
To find out who flies where from an airport, look at that airport's Wikipedia page. Note that while Palermo is the larger city, Catania is the larger airport with more flight options.
If you are using the idea of flying to another city to catch a separate ticket flight to Palermo, Rome has by far the most options (multiple airlines each with multiple flights per day). What I did was book two flights from Rome to Palermo, one departing 3 hours after my scheduled Rome arrival and another departing 10 hours after. These were non-refundable, and even the cost of the two tickets together was lower than the cost of one last minute or fully refundable ticket. I knew I'd use one and throw away one, and just counted the total cost of the two tickets as my cost for this segment. For my return to the US, however, I spent the night before in Rome; there was no way I'd take a chance on missing that flight.