Hi. I did this tour in the summer of 2013. I spent a few days in Innsbruck before the tour. It is an easy train ride to Salzburg. I chose Innsbruck for some specific reasons - a QiGong in the Park experience and the location of the Way of St. James nearby. Hall in Tirol is close by, too.
Munich is a good choice, if you have not been before. I did not choose Munich this time for the reasons above and because I have previously resided in Munich and was looking for a different experience. Munich is a really good transportation hub, and its airport is pretty agony-free.
I flew directly home after Chamonix via Geneva. But, I really would have liked to visit the Aosta region of Italy.
I suppose your decisions may be influenced by your arrival and departure airports. Munich, Zurich, and even Milan might serve a purpose for coming and going. I have experience only of Munich, and it is good experience.
Enjoy MyWay Alpine. It is a lovely trip.
Oh, I just re-read your post and noticed the time of year you are travelling. In October, you may have the opportunity to catch the return of the cows/cattle from the mountains - which is celebrated in many Alpine areas. I did this a few years ago in a small village on the outskirts of Innsbruck. If this is something you are interested in, keywords are Viehscheid, Almabtrieb, and Alpabfahrt. The cows are dressed with greenery and ribbons and other finery and come home to a local festival. The year I did this, I actually based my location on when and where the Viehscheid was happening in close proximity to transportation to the Village Italy tour, which turned out to be Innsbruck to Padua.
Again, enjoy.