Thank you for the replies.
I mean exploring because we have 3.5 days to make the trip (we will fly from either Zurich or Geneva to London on Saturday evening).

So we have wed, thur, friday to go from Milan and explore around on our way to Geneva or Zurich (both have flights to London).

I didn't want to take an express train, and not be able to get off and possibly spend a night at a small alps town :-)

Since time isn't too much of a concern, my thoughts were to take the prettiest train ride, stay a couple of nights in alp towns and then fly out of Geneva or Zurich.