Malpensa is the biggest airport in Milan and the one with most international flights, Linate is kinda smaller and used by low-cost companies also. Linate is really in Milan and you can get there by a 30 min bus ride from the central train station (I used it ). Malpensa is not exactly in Milan (actually is quite in the countryside) but there's an Airport Express that makes it easy to reach the city even if it will take 1h by bus.
Anyway both of them are good enough.
Just an added info: you might find that there is also the "Orio-Alserio" airport and sometimes they say it's Milan but it is actually near Bergamo and quite far from Milan (there is an Airport express from Orio-Alserio to Milan but it's like 1 hour and a half bus ride) so maybe avoid this airport (which is the main airport for Ryanair flights to Milan, if someone is coming from Europe).
You are just a treasure trove of information. Thx so much for taking the time to post all this info. I was in Italy last year but did more the touristy Rome, Venice, Florence thing, so have no clue about Milan...I decided to work with a travel agent on my airline ticket, because it appears that Linate is a good choice for me. With a little bit of luck, I may be able to fly on a frequent flier mileage ticket, so it's worth getting some help...It's a great feeling to know that I've made a lot of progress. Also so helpful to see that the arena is right on the Metro line. That makes a world of difference.
Thx again!