Hi Cristina, and welcome!
I'm also from Milan, and I'm the happy owner of a couple of babies: a Cybook Gen3 (bought through Pixmania, that has a handy pickup option in the Auchan Center near Monza, on the Milano-Lecco SS) and a Sony PRS-505, which isn't officially out in Italy but that I could get through eBay without much fussle (I also could get it repaired without fusses in a Sony assistance shop near Piazzale Accursio).
I must admit that for a lot of reasons I do prefer the Sony, and I'm about to *crosses fingers* get one of the new models too (so that I can convert my dad to the realm of ebooks!). On our market there's little option: BeBook, Cybook (check out the Opus, but right now they have a little problem and Bookeen isn't the best company for customer service practices) and Iliad (way too costly). And also, there's the issue of reading material- I just found LiberLiber and Project Gutemberg for Italian ebooks, so I feed on English and French texts (not that I mind it at all!). I know that Mondadori has some Oscars (on pdf format, I believe) and some articles/reviews from Il Mulino are also on electronic format, but that's about it
See you soon