I thought Milan was wonderful - but I guess I was under no illusions of what a Northern Italian Industrial city would be like.
I sent my mother here for four days and booked a hotel room for my best friend and her partner during the same time. Travel to Milan only cost around $50 return each so perhaps that's a reason why everyone had a lovely time there.
Anyway, here's a thread started by another FTer with the same question.
http://flyertalk.com/forum/showthread.php?t=515722
And I'll stress again (because so many people seem to overlook it) please check out the Pinacoteca Di Brera - somewhere I consider as being one of the loveliest (in a simple, charming way) art galleries in Europe. It also has beautiful gardens.