I would strongly recommend LIN based on my experiences at LIN, MXP and FCO. I would also strongly recommend an overnight at LIN to make life easy for yourself. There are several hotels which are very close to LIN and have reasonable rooms at around £50 a night. Some even offer free pick ups.
IMHO unless you have definite plans for Milan I wouldn't bother staying over in the city, it is not the loveliest of cities and even the Milanese tend to bugger off to more picturesque places at the weekend.