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There are three airports that serve Milan.
Milan Malpensa is the bigger international one, and is served by the national carriers as well as Easyjet. It has two terminals (although Easyjet effectively dominate terminal 2), it's modern and clean, with a reasonable selection of services (cafes, shops etc) through departures.
It is however around 30 miles from Milan itself, making Heathrow feel central to London in comparison.
There are train (Malpensa Express) and bus options (Malpensa Shuttle) for getting into town. Which one to get depends on where you're staying - the buses go to the Centrale Stazione, with trains running directly to Cadorna Stazione.
As I was nearer Central Stazione, I took the buses both way and these are more frequent, and cheaper. Exiting Terminal 2, you simply walk out of arrivals, and the luxury coaches are right in front of you, leaving every 15 to 20 minutes or as soon as the driver finishes his ciggie. You can buy tickets (7.50 euros one way, 12 euros open return) from the desk in arrivals or as you get on the bus.
All aboard: The Malpensa shuttle bus outside Malpensa airport.
The journey into town takes up to an hour, going via Terminal 1, and stops you outside Centrale Stazione. Note that, despite the grand facade you park up at, you're actually at the side of the station so if you need to get your bearings walk onwards and round the front. I didn't, and spent about half an hour wandering around looking like a lost tourist, always a good thing to do around a railway station district at 11pm. Not.
The Malpensa Express train is better for Cadorna station, this goes every half an hour and takes only 30 minutes although is slightly more expensive.
Taxis will cost in excess of 100 euros and are unlikely to be meaningfully quicker than bus or train.
Milan Bergamo is the airport favoured by Ryanair and a few others. Be warned, it is a little further away from Milan than Malpensa, although not by much. Travel into Milan is via bus, and tickets are 8.90 euros or 16.50 return, with travelling times of around an hour. These leave from outside the departure lounge and you can buy tickets at the Autostradale office.
Do bear in mind that you could choose to stay in the historic and laid back town of Bergamo instead, which is.. as you may be aware.. home to Atalanta football side. Buses connect the airport with Bergamo town every half an hour (fares 1.65 euros). And from Bergamo you can get trains to Milan and elsewhere. Bergamo is also handy for the Italian lakes.
Milan Linate is smaller but used by airlines including BA, and is much closer to Milan (just 4 miles). Again, there's a shuttle bus to Milan Centrale Stazione, and a taxi would set you back around 40 euros.
It's not out of the question to get to Milan by train, the route is Eurostar to Paris, then it's the sleeper from Paris to Milan. That man in seat 61 - www.seat61.com - knows the best way.
Once in Milan the Centrale Stazione will be a starting point for many and in truth it is an epic arrivals point. The station is a vast and grand building on four concourses and it's pretty easy to get lost wandering around. In a nutshell, the trains leave from the top concourse with the ticket office on the next level below. It's worth trying the ticket machines, some of which are in english and aren't horrendously difficult to work out.
The station is around a 20 to 30 minute walk from the Duomo in the centre. However, your best bet is the public transport system which, in a city famed for its prices, is actually remarkably good value.
You can pick up a Milano Card at scores of outlets including newsagents and kiosks. These are 10 euros for two days and apart from the discounts at a number of museums, and restaurants, it gives you free travel on all public transport in the city for 48 hours. Good value eh.. but actually you can purchase a two day ticket in the metro stations which does the same for a mere 5.50 euros. Your choice.
Down to the metro: Milan's extensive subway system.
The metro operates on similar lines to the London Underground, ie you have to put your ticket through a machine to gain access to the metro. No need to register it or anything, it'll work first time. The metro system is fast and pretty frequent (Sunday service is noticeably less so though) and, bizarrely for most underground systems, the majority of it appears to actually run underground.
There are three lines that cover a good chunk of the city but if they fail you, the buses and trams will fill the gaps. Just hop on with your card.