Sorrento to Milan

Kathy, it's a long way from Sorrento to Milan (actually Malpensa airport, which some distance from the city itself). You aren't planning on traveling to Milan the same DAY as your flight out, right?

What this would involve is getting to Napoli Centrale, either by Circumvesuviana train or ferry+ taxi or bus from the port (assuming here that this trip is during a season when the boats are operating). Roughly figure over an hour for this or more if traffic in Naples is lousy, timing involves a wait for the next Alibus, etc.

From Naples, you'd take a "fast" train direct to Milano Centrale (a little over 4+ hours) and take the Malpensa Express or other transport to the airport the next day. You could also train to the airport and stay there the night before (closer to 6 hours from Naples and at least 1 change of train).

In fact, it's hard to leave Sorrento and reliably fly home from Rome the same day, but for flights after 1PM, it's conceivably possible. (It is impossible from Positano.) You did not give the departure time for your likely flight. Think about what happens if you miss it, or the luggage check line stretches over an hour, as it can for Economy tickets.

We have sometimes flown to Milan to get the comfort of Emirates flights at low prices. But unless your visit is to Northern Italy, I do not recommend Milan flights. A lot of people posting here have bought discount air flights without considering how much time (which is worth money, on a 14-day vacation slot) and money it will cost them to actually get to the place they actually want to go. Note also that advance (3-month) discount Frecciarossa train tickets are non-changeable and non-refundable. We got to Naples an hour early, and they would not let us get on the earlier train without paying the full walk-up fare. So we sat (on our bags, no benches for the hoi-polloi) for two hours or more.

Not really 'difficult', just time consuming. It will be the primary activity that day.

Unless your departure from Milan is after 9PM, you need to go to Milan the day before the flight.

Here is a menu of some of the options for travel--- https://www.rome2rio.com/map/Sorrento/Milan-Malpensa-Airport-MXP

If your flight out of Milan is in the morning / middle of the day: what about flying from Naples to Milan Malpensa the evening before? It is not necessarily more expensive, saves a transfer in Milan, and you could still spend a good part of the day in Sorrento. Naples airport is fairly central, I think there is a bus/shuttle from Sorrento (TBC with recent visitors / local experts).
If your flight out of Milan is later in the day, then take the train the day before, spend the night in central Milan, walk around the Duomo and surrounding streets, then make your way to the airport.

Big question is: how much do you save?

The flight is the next morning out of Milan. I already planned to go from Sorrento to Rome the night before my flight but I need to change my dates to three weeks later and the multi city flight I would prefer costs a thousand dollars more for my husband and me. I figured for an extra three or four hours on the train north is worth a thousand dollars. I read other posts saying that train to Milan would be easier and about the same amount of time as flying. But I'm just confused now.

Your last post reveals that you are going to Milan THE NIGHT BEFORE an AM flight. Confusion solved. Problem solved. Tolerance for travel time vs. money is an entirely a matter of personal opinion. Your opinion matches the Milan decision.

How do most people arrange their flights to and from the US to Italy when the itinerary includes Venice and Florence and Rome and Sorrento?

I would say into Venice and out of Rome is the most common with Rome placed at the end of the trip. (Venice>Florence> Sorrento> Rome). Flights to the U.S. out of Venice tend to be painfully and potentially expensive and inconvenient where early morning transport to the airport is concerned.

A thing to take into consideration is what your TIME is worth in Italy. Do you want to spend it running to/sitting on trains or trade those $$ for sightseeing fabulous stuff you can't see at home?

We flew into Rome and out of Venice (NYC area.) We did not visit Sorrento until our third trip to Italy. We have since hit Sorrento again on a cruise, but we took a ferry to Capri instead of seeing Sorrento again.