Milan Bergamo Airport (Orio)

Bergamo Airport is not exactly Milan, more like Luton is to London. Bergamo has been, and still is undergoing redevelopment to the terminal, and is now a nice airport to fly into and out of with lots of new stores and eateries.
Mainly used by the low cost airplines for European and domestic flights, Bergamo is an excellent airport which is easy to access Milan from. Directly outside the terminal is a choice of shuttle buses which take you into the heart of Milan and straight to Centrale station within the hour. An alterantive to the shuttle buses is the train service from Bergamo station, which can be accessed by the orange local bus outside the doors of the airport for two euro.

(make sure you validate your ticket on the bus - stamp your ticket in the machine, otherwise you can be fined on the spot) 

Once at the train station, the trains run around every hour into Centrale station in Milan, it's cheaper than the shuttle bus and you get to see some fantastic scenary along the way. (again, make sure you validate your ticket in the blue machine next to the platform entrance)

Trenitalia Link:

http://www.trenitalia.com/cms/v/index.jsp?vgnextoid=ad1ce14114bc9110VgnVCM10000080a3e90aRCRD

Orio Shuttle Bus Timetables:

http://www.orioshuttle.com/documenti/ITA_01_v10-2010.pdf

Terravision Shuttle Bus:

http://www.terravision.eu/milan_bergamo.html

Car Hire Services: (Various Car Hire Companies on this site)

http://www.bergamoairportcarhire.com/