i found milan to be a bit dull and dirty, but it was alright to spend a weekend there.
if you go to the duomo, pay the extra and go up onto the roof. you get some amazing views of the city up there, it is so worth it. besides that the piazza is pretty cool to hang out at, sometimes crowded but there should be something interesting going on. when i was there there was a big art installation on the piazza.
the galleria is really cool looking but forget about being able to afford anything in there, it's worth a walk through though.
i hit up two markets while i was there: the first was mercato di viale papiniano -- avoid it. it's one of those typical italian markets plagued with knock-offs of clothes and bags and shady african men selling cheap chinese jewelry and gadgets. there was another market nearby which was all food (sorry, forgot the name) and that was definitely cool to peruse, but i never bought anything because i wasn't about to take that shit home with me to switzerland.
i was at san siro, it is totally worth it if you can get tickets to a game but it is an absolute pain in the ass to get to by public transport especially if there's a big game. spring for a taxi.
ate like a king while i was there, but then again i had some excellent restaurant recommendations and once just got lucky. avoid the restaurants that are full of tourists.
oh and if you ride the subway keep your valuables hidden.