I did it a few years ago and it wasn't too bad where I was (north Italy, near Lake Garda), but I wouldn't want to attempt it in any of the bigger cities. Especially Rome.
One bit of advice I'll give you is you just have to be assertive when pulling into traffic, cos nobody will ever stop and let you in such as is common in the UK. You have to learn to just dive into any gap you can see, and nobody bats an eyelid or gets mardy about it because it's just expected that's what you have to do.