In my opinion, connecting to an Italian domestic flight at FCO or MXP should be avoided unless the travel time by train to that final destination is over 4 hours. Hence, if connecting at FCO and going to Florence, Bologna, Pisa, Naples and possibly also Milan and Verona you MAY be better off proceeding by train, in view of the possibility that your connecting flight could be cancelled (or you might miss it) and you might end up with a very long layover at FCO waiting for the new connecting flight. A lot depends on the frequency of connecting flights and the time gaps between those flights. By contrast, if you are connecting at FCO to reach Sicily or Sardinia, Lamezia Terme (Calabria) or Reggio di Calabria, Bari, Brindisi, Venice, Genoa, Turin or Trieste, you're usually better off flying.