Lived in Italy for 3 years and do not recall ever needing bug spray. Didn't need it anywhere in the Med a year ago in June.
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Radiance of the Seas - Nov 2006
Legend of the Seas - Jun 2007
Costa Fortuna - Mar 2008
Legend of the Seas - Oct 2008
Celebrity Constellation - July 2009
MSC Orchestra - Jan 2009
Navigator of the Seas - March 2009
MSC Poesia - November 2009
Jewel of the Seas - June 2010
Seriously, don't worry about it. I've spent a lot of time in Italy at various times of the year and never felt the need to carry insect repellent. Now, some parts of Alaska are a different story!
I was told to be sure and take repellent for our Exotic Panama Canal cruise in April. Considering it included Panama, Colombia, Costa Rica, Guatemala, Nicaragua and Mexico, it seemed reasonable.
If you ever visit Jacobs Field in Cleveland, you'll definately want that insect repellent. That playoff game with the yankees was the most amazing thing I ever saw with the bugs.