That's a bloody amazing idea to leave Southwest for going to Ryanair. If Ryanair treated its pilots like southwest pilots that would be the paradise on earth indeed!
Ryanair does have lots of bases in Italy mainland and Italian islands like Sicilia and Sardenya, however ryanair wont give a **** of what you want and where you want to be based. They will send you to where THEY want and that's it. You may end up in Germany or Glasgow if they need you there, and then you will have to wait months or years until they make you happy with a hypothetic transfer to italy. So bear that in mind.
You have the right to work and live in Europe, that's good for you, on the old continent there is not Green Card system, and this make your life easier for imigrating here, whereas for a european who wants to live and work in the USA it's far more complicated
cheers dude