The TIM folks at the Termini train station (upstairs) were very helpful in getting me a SIM, set-up and settings changed to English.
Being Italy, the guy had to take a smoke break in the middle of setting it up (I asked for WAP browser access), but that added to the overall charm of my TIM experience.
Bring your passport!
I found Vodafone to be expensive, but better for roaming inter-Europe.