Milan to Rome by rail is 30 minutes from home to a seat on the train (by underground, one train every 3 minutes,) 3 hours to the center of Rome.

By plane is 30 minutes to the closest airport or 90 minutes to the two further away (by train or bus, about one every 20/30 minutes.) Boarding time, probably at least one hour (factor in the connection time with the train or bus). Taxi to take off, one hour flight, taxi to terminal, leaving the plane.

At this point we're spent about the same time. We still have to possibly collect luggage and go from the airport to the city. The high speed train is a no brainer.

Naples is one hour of train further away. The choice between train or plane starts to be more nuanced. I went by train last time because I just sit down once and I don't have to move me and my luggage anymore.

Milan to Paris? Fly.