A Phone in Italian

There’s nothing like buying a new cell phone, in Italy. Just shopping for one was hard enough without a language in common with the sales person. Now I’ve bought one and the manual is in Italian and the phone is in Italian! Setting it up is a trick. My reading comprehension is pretty good, but this is a very specific vocabulary.

… so I just downloaded the manual in English. Some things I just don’t want to challenge me!
It was bad enough when, for “fun” I switched my iPhone to Italian and THAT phone I know!
Now and then I do need a break from the challenge. Maybe the intensity has added to my sleepiness. Maybe it’s not all jet lag!
(So, I didn’t go back to Mr. Impatient. I went to a bigger store. They actually let me handle the phones AND pick my phone number! I got a quad-band so I can use it in the States or anywhere else, when traveling.)

Italiano o English?

Should I be using the proper Italian spelling of city names, or the English rendition? I’ve already been vacillating and inconsistent. Milano or Milan? Venezia or Venice? Firenze or Florence? Or write everything twice, first in one language then the other? For an English-speaking readership, perhaps just English, but it feels incorrect and an uneducated decision. 

Thoughts?