Please disregard the above advice about oneway tickets, or for that matter tickets during summer, being expensive. Aegean Airlines always price up trips per oneway segment (i.e. even if you were to buy a return, you'll just be offered two per-segment prices). I would expect to pay €120ish for ATH-FCO in Economy (and a great Y product it is!).
Generally, Skyteam is a lot more convenient than OW for European flying.
If you do stick to oneworld, avoid LHR if you can help it. MAD is infinitely better.