Well, depends on your flight time. If early, use the airport Sheraton, though there are some other choices nearby as well, some with shuttles. If you have an afternoon flight, staying in the city is better as the airport Sheraton is well, pretty boring and there are no good restaurants around there that don't require a car. Malpensa Exp from Centrale takes about 50 minutes and runs every half hour.

We did the Last Supper viewing with a three hr walking tour of the places you may want to see. Tickitaly.com I believe. Tickets are almost always available that way, if you can't find just the Last Supper tickets.

We stayed at the Westin Palace two nts and then the Sheraton Majestic Diana for one nt when we got back to Milan for our flights out of Italy. Near the Centrale train station and Metro stops, so easy to get around. Both areas have many interesting restaurants. Two of the more different ones were Dry (they were doing a large company party,) which had a "nouvelle" Italian menu that I found good, just different than the typical pastas, and a Japanese restaurant, Mitsui, that was all you can eat for lunch. I know, not Italian but very good, and it was great to get to know the owners. 12 euros per person was great for the high quality of the dishes, as well as the quantity. After 2 weeks of pasta and pizza, we needed a break and ths was perfect.