There are not a lot of off the shelf performance exhausts available for the Milano. Are you just looking for a sportier sound or a full exhaust? Also, are headers part of your plan?
Options include:
CSC headers and exhaust - good quality, available through Performatek in the US or EB Spares in England.
Stebro - Stainless steel exhaust, good quality, poor customer service and loooong delivery times.
Ansa - They have a twin tip tail pipe that is readily available and gives a nice sound, but don't tend to last very long lately.
SuperSprint - Awesome quality exhaust, but mostly discontinued. Available if you're willing to look on eBay in Germany and Italy.
Custom - a good local shop could make a very nice system in Stainless using Magnaflow mufflers and I bet it would sound great if they know what they're doing.
Those wheels are from a 156 GTA and are very nicely styled IMHO. I would hate to have to clean them, though
They have the correct 5 x 98 bolt pattern but have a center bore that is slightly too small. You can quite easily open this up and they will work fine.
Tire choice may become and issue. There are only a few sizes in 17" that will work on a Milano without rubbing. For real world driving, I prefer 16" wheels but if the roads are smooth where you live 17" wheels may work fine.
Joe