The train route Milan to Geneva, enters Switzerland via the Simplon Tunnel. One possible routing is to get off in Domodossola and take the Centovalli line to Locarno and take the Gottard line to Zurich. You get to see nice lakes and mountain scenery.
Another possibility is: On the Milan Geneva route, de-train at Montreux (a very beautiful city on Lac Leman) and transfer to the line operated by the MOB (Montreux Oberland Bahn) to Zweissimen (this route passes thorough ritzy towns like Gaastad (2nd home to many famous movie stars) and smaller towns as well. Most of the scenery is spectacular. Then from Zweissimen to Spiesz and Interlaken Ost, where one can take the scenic route to Luzern (Lucerene, French spelling) via Meiringen. Luzern is a nice city to stay in, with the covered bridges; a boat trip out on Lake Luzern, if one has time, is worth it. From Luzern to Zurich is only an hour, to Zurich airport is about 15 minutes more.
Switzerland has so many scenic routes, that you could spend a month of continuous rail travel and not cover them all.
PS: Look in post #14, Roger has corrected some of my spelling errors--this PS is being added on 4/6/09.