LHR Tim sums it up nicely.

I lived in Milan for a year in 2004/5 and I never made one trip out of MXP. The buses to LIN from the centre of town rarely take more than 20 minutes even in rush hour due to the special bus lanes. The terraces is ok at LIN however I never suffered a delay due to fog from LIN, however my father is paranoid about LIN fog.

On a low budget I would prefer flying to LIN on EZY than BA to MXP.