Many subjects at once...

I do hate taxes as well but the CHF 40.- do not bother me as the road tolls in other countries....

Just for your information: The Swiss sticker HAS to be glued immediately on the windshield. If caught having one but not stuck, there is an additional CHF 100.- in fine.

Beware also that in Italy a bright safety vest (yellow or organge) MUST be in the vehicle. The Italian police is very keen on the fine

Customs in Switzerland: Switzerland does not belong to Schengen. As such they are REQUIRED from the EU to have border personnel and they do random checks. A few weeks ago, however, the Swiss voted in a referendum to be part of Schengen, so within a year you will not have the feeling they are battling the unemployment statistics. They WILL be unemployed...

When renting a car out of Milan, REQUEST a car with the sticker for Switzerland. They will accommodate you.