Mexico City gets a bit of a bad rap as a travel destination. There is a perception that Mexico City is not safe. My experience is that it is just like any other big city - watch where you are...
We are not fans of guided tours. However, we are big fans of the red double-decker Hop On Hop Off buses, especially when going to a new city. There is no better way (and cheaper usually) to see the highlights...
Trains in Italy, and throughout Europe really, are commonplace. You will definitely want to have them at your disposal if traveling very far from your arrival point into the country or your "home base" while in Italy. After your first...