I am a person that if I am flying into and out of the same city and going to outlying cities, I finish my trip in the city that I will be flying out of. I too recommend landing and getting on a train and going to where you want to go. Come back and finish up in Milan. Maybe 2 nights are warranted in Milan; we did it in 1 night, seeing Duomo, Brera Gallery, Last Supper and walking thru town and seeing the Galleria, the fashion retail district, and castle (externally only). I think there is more to Milan than we think but Italy's other cities are usually more of a priority.