Just back from a weekend in Milan, flew out LHR-LIN (CE

) and then back MXP-LHR (ET

) ... just the way it worked out given the very late decision to go somewhere for the weekend. btw Milan is nice (I put a review of hotel and such in the Hilton forum).
Coach from LIN to Central station 3 euros each and Central to MXP 5 euros.
I also spotted a coach at LIN going direct to MXP for 5 euros.
Coaches are reasonably quick, frequent and hassle free.
Takes about 30 mins from LIN to town and 50 mins town to MXP, but you'd need to factor in traffic, so allow for a bit more. Probably an hour direct LIN-MXP, if you can allow for 2 hours and you'll be fine.
MXP airport seemed the better of the 2, although I only saw LIN arrivals.