Head to Milan Central Station (Milano Stazione Centrale), the main train station in Milan.
Go to the main ticket office on the first floor of the station. Tell the ticket agent that you would like to travel on the next high speed train to Rome. As of Janurary 2011, 72 daily connections are available between Milan on Rome on the Frecciaarossa train line, Italy's high speed train.
Walk to the terminal to a catch a Frecciarossa train. A nonstop train, it will take two hours and 59 minutes to get to Rome.
Go to Bus Station Lampugnano, the main bus terminal in Milan.
Approach the ticket counter for the Sena bus line. Operated by Eurolines, Sena offers the most bus services to other cities in Italy, including Rome.
Purchase a ticket to Rome. Expect the trip to take eight to nine hours because of the many stops throughout the trip. You will also have to change buses in Siena, Italy. This will be the most economical option however.
Check for a flight from Milan to Rome online. Milan has two main airports, Malpensa and Linate, and both have flights into both of Rome's main airports, Fiumicino and Ciampino. Look for the most convenient airport and also what flights are the cheapest. Try the websites Skyscanner and Cheapvoli, the Italian version of the website Cheap Flights. You may have to translate the page if you do not read Italian. Most web browsers have an option that will transfer the whole page of a website from a different language to English.
Purchase your ticket on the website of the airline you chose to fly with. You can also call the airline to book the flight.
Arrive at the airport with your passport in hand. If you are not an Italian citizen you will need your passport as identification when traveling by plane. A nonstop flight is roughly an hour and 10 minutes.