Sandals are more Italian in style. Once warm weather arrives you will want to wear them. Having said that, I would take shoes if you plan to do the following: hike (especially Vesuvio...you'd never believe the kinds of shoes people wear there, and it's a very sandy path), climb pathways in the Cinque Terre, visit Pompeii or Ercolano, stand in line for the Vatican Museum in high season, or stick with your plans even if it happens to be raining. Soaking wet sandals are not fun. I'm with you on the walking shoes, and good walking sandals are an excellent alternative for almost every non-dusty, non-rainy expedition. Italy's weather varies widely by region, even in late May (the mountains can still be cold, Vesuvio will be hot and probably gnat-plagued), so you will need to plan your shoes after you finalize your itinerary.