So, you have it zeroed in to 5 different cruise lines? No wonder you are overwhelmed. The TA's are probably trying to give you enough information to pick a cruise line so they can further narrow down your choices.
From your list I would lean toward Celebrity, Holland and then Princess. All of them are about equal in cruise styles. Holland and Celebrity may be a bit more upscale than Princess. You should be able to find a Western Mediterranean cruise that includes one of, or both of Barcelona and Monte Carlo along with Italy on any of those lines.
There will be nothing you can do about smokers on the balconies. I have never had an issue with it but yes, I have heard it can be a problem. But understand that the ship is typically moving 25 to 30 mph so there is enough airflow that while you may be able to smell someone upstream smoking, it won't be choking you. If you are really concerned, book a cabin near the front of the ship. That way the number of people upstream that could be smokers is limited.
As far as booking... you can book directly with any of the cruise lines you mentioned or you can book through a TA. The prices will not be different either way because the agent's commission is paid by the cruise line not by you.
I would suggest you stick with a TA as they can solve any issue that may arise and they also have more experience in booking to help you choose. You just need to pick a cruise line (at most give them two options) tell them you want a balcony cabin, tell them the date you want to sail and which ports you are most interested in. Then let the TRAVEL AGENT do all the work. That is the benefit they bring, you don't have to go searching the websites, they will do that for you. Don't be overwhelmed... it really is not that difficult to pick and book a cruise.
Carnival Cruise Lines:
Fantasy 90, Celebration 95, Victory 05, Conquest 05, Spirit 6/06, Freedom 6/08, Holiday 7/08, Victory 6/09, Valor 9/09, Dream 6/10, Splendor 8/10,Conquest 8/11,Magic 11/11,Triumph 4/12,Spirit 7/12,Freedom 11/12, Triumph 2/13 - The fire cruise
NCL Dream October 2006, RCCL Mariner OTS June 2007