When I used to travel around Southern france and Northern Spain, I'd really just sleep out very publicly in a park or somewhere. Usually that kept my peace of mind, as if anyone would hassle about, someone else might see it. Never had trouble with the police though, I guess there's a difference to where you're at, personally I've never travelled around Italy and have no ideas of their customs.
I know this is kinda mediocre, but couchsurfing is quite big in europe, so if you know it's gonna be a cold or rainy night, I don't ímagine you'd have much trouble finding a couch in any major city in europe - though I never wanted to go through the hassle of getting a profile and sending random requests.
But sleeping in city parks, somehow I never had any trouble at night. Except that time all my stuff was gone, but I was tripping and left shit all over the park, so the trash pick-up cleaned it up.