Milan is a strange city. Post industrial or industrial, true but if you look for them you can find incredible spots which are unique even if perhaps you need a certain feeling to appreciate them.
You mentioned the Duomo and the S. Maria delle Grazie (Last supper)
Duomo, if a clear day, think about climbing up to the top.
S.Ambrogio, Romanic basilica, quite impressive
Near S.Lorenzo, a group of columns from an old pagan temple (well, in Europe you can see better things only in Sicily and Greece)
Castle (Castello Sforzesco).
A lot of buildings in Liberty style.

I'd be more concerned about the pollution.