As for how to take it, since you're flying out of a major airport, just buy a box at the airport. Try Air France or Northwest or KLM for bike boxes. They cost between $10-15. When you arrive at your destination, take the bike, leave the box and hope they recycle. Only one poster on here seems to be aware that you can't take your bike on the bullet trains of Europe. So even if you had the time, that option is out. Quite frankly, I'm wondering why you don't just take your panniers and buy a bike when you get to Rome and the islands. Doesn't sound like you're biking much past the initial stage. As for storage... you could try contacting bike shops in the towns you want to store it at, or go to the free accomodation sites and contact local bikers that way.