>>cost over the direct route from Milan to London?<<
What route are you describing? There is no direct train to London from Milan, all Milan trains (EuroCity/Pendolino) goes to Switzerland
The alternative is going from Milan to France, and then take the Eurostar back to London
Rome to London via Zurich (or Basel or Geneva) is theoretically possible in one day. But you arrive in London late at night and when booking these trains you must be very careful to allow realistic transfer times. The DB Bahn website (which people often use for planning though cannot be used for purchase on this route) is often far too optimistic about connection times, though does have a facility whereby you can adjust the times.
Going via Switzerland is not much more hassle than the direct route - one more change of train only, and only a little longer actually spent on trains. And you still have to cross Paris on the RER between mainline train stations. Whether the extra cost is worth it to you depends entirely how much you enjoy staring out of train windows at passing scenery.
If overnighting in Switzerland on the way, whether it is worth it depends on how much you wish to go to a Swiss city, which one you go to, and how much time you can spend there. In addition to Zurich, Geneva Bern and Lausanne are also attractive options for an overnight without an additional change of train. With one more change of train, more places are possible (e,g, Montreux), and with two changes, many more.Edited: 24 February 2014, 11:45
I'd say the Bernina route definitely, definitely warrants the extra time and euros/francs, the journey through the Alps on the narrow-gauge Bernina route is amazing.
The route via the mainline Gotthard Pass to Zurich is certainly more scenic than the direct Milan-Paris TGV route, and doesn't take that much longer or cost that much more, so I'd see what times and prices you get and make a decision then. If Milan-Paris is €29 but Milan-Zurich was full-price €71 and Zurich-Paris a middle-of-the-road €80, I think I'd stick with the Milan-Paris option, but if you get €22 Milan-Zurich and €25 Zurich-Paris I'd say the route via Zurich was worth the extra time.
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