Has anyone taken the train(s) from Milan (Centrale Station?) to Sorrento at night? How far in advance should I book this train? I will be traveling in May 2008.
Italian national railway trains don't run all the way to Sorrento....only to Naples. From there, it's a private train service, the Circumvesuviana (a local commuter-type train) from Naples to Sorrento. Trenitalia allows you to book up to 60 days in advance for the Milan-Naples run. For overnight runs, I would suggest you book as soon as you can. Register with Trenitalia now, to make sure you DO get registered properly (some have had trouble with this) then you'll be prepared to book in April.
If you are referring to a "sleeper" or a train with couchettes or sleeper cabs, I think the closest that you will get is Milan to Naples. There is a regional (R) train that leaves Milan at 20:20 and goes to Genoa where you change to the Torino to Reggio Colobria night train (761 Scilla). It looks like this train only has 1st and 2nd class couchettes. The 761 leaves Genoa at 22:40 and arrives at Napoli Campi Flegrei at 06:01. The most sleep you can get is about 7 hours. At Naples, you will need to change to the Circumvesuviana train system to get to Sorrento. Or, you can take the hydrofoil. Here's some MORE INFORMATION.