My favourite way to differentiate Italians from other nation's troops is the Mazzocchio. (Seen here on the helmet of the rightmost gentleman):

Apart from that, there's not a great deal to set them apart aside from their choice of weapons (more hand-weapons, pikes, crossbows and handgonnes, etc. as opposed to English bills & longbows).
Here's an example of a dude I just painted who is made up of the Perry Wars of the Roses box, but with the edition of the Mazzocchio gives him a suitably Italian flair.


Of course, not everyone likes their soldiers with sausages on their heads.
