Rome, Milan and Florence are the most expensive places in Italy. Probably Venice is in that range as well. Be prepared for unusually high rent or house purchase. Extremely high relocation expenses are the norm if you are bringing furniture and belongings. Good clothing and furnishings are expensive, poor quality clothing and furnishings are much cheaper and not made in italy even if the tags say they are.
Food is higher than I expected, but if you like shopping in supermarkets for lower quality its not bad, I prefer to pay more and enjoy the fresh local produce and products, for me that is what I'm here for.
The towns you mention are wonderful places, and if you are not allergic to smog, and enjoy crowded streets and lots of traffic, you'll do just fine!