We prefer a loose itinerary, teaveling by car and/or train. Can we find places to stay without making reservations ahead of time? We prefer small pensions/hotels and beds&breakfasts. Thanks for your help!
Winging it probably not a good idea in Italy in September.
September is still high season in Italy and advisors both in this office and on this forum regularly advise travelers to book ahead. But if flexibility is really your priority, I think you'll make it work, regardless of season. It will partly depend on your specific destinations. The standard "rules" of being flexible mean accepting a variety of options, which may be more basic or more expensive or further away than your ideal choice. The most flexible way is not to care where you sleep.
You're somewhat more flexible with the car, more easily able to room in the outskirts of town or move onto the next town if you can't find accommodations. Train travelers are more likely to prioritize rooms near the train station or at least a metro stop, but if you're willing to take a taxi in town, you do have other options. Big cities like Rome have many hotel rooms, and the only times I've really heard news reports of the city "filling up" were at Easter or other major events like last year's canonizations.
Booking a day or two ahead from the road can be more successful than showing up at 5 p.m. expecting to find a room. About 11 a.m. may also be a good time to call hotels, when they have a good idea of who actually did and did not check out.
Someone else wrote a very thorough description of flexible rooming strategies in the past week on this Travel Forum; perhaps you can find it. See also: http://www.ricksteves.com/travel-tips/sleeping-eating/reserving-rooms-as-you-travel - not yet updated to mention modern conveniences like mobile computing devices.
Italian train reservations can be made right at the station before boarding. However, a few major city museums warrant reserving ahead; in Florence, you can either reserve ahead for the Uffizzi and Accademia museums, or pay a hefty 72 euros per person for the skip-the-line Firenze Card, or wait in long ticket-buying lines.