I haven't attended the opera at the Arena di Verona while staying at Villa Feltrinelli, but have seen performances while staying in Verona, and I was underwhelmed each time. The acoustics aren't especially great, there are (of course) no supertitles (which is ok with the repertory staples they perform there), but the performances lacked elegance or real visual thrills--lots of flat painted wood backgrounds and stadium-style spectacle, somewhat tacky, nowhere near the production quality of, say, the Bregenzer Festspiele in Austria or the superb indoor summer opera festivals in Europe (Glyndebourne, Salzburg, etc.) But I guess it depends on how many nights you're staying at the Villa Feltrinelli. If you're staying just two nights, I wouldn't want to tear myself away from the place, except maybe for a stroll into the village for dinner at Michelin-starred Tortuga. But if you're staying three nights, you might be feeling a bit stir crazy, in which case a night in the Roman amphitheatre might be worth the transit time, even if the production quality is ho-hum.