For OP who has the possibility of an open jaw, Venice is reasonably close to Milan by train, and I wouldn't even stop in Milan. The main train station in Milan is awesome, as is the Last Supper and the Duomo and the fashion. Despite that, it is nothing in comparison to other places in terms of beauty, sites to see, Italian lifestyle, culture, etc.

If not going straight to Venice then I would just do Cinque Terre, with no stopover in Milan. Instead of Genoa as the extra city, I'd consider Portofino.