Which city is more fun and why in italy?

going for shopping it's Milan, the city of fashion and business.
going for touring it's Rome, the city of everything and everyone, and of course the Vatican!
going for romance it's Venice, where all hearts are in love.
Tuscan - Florence is fun for it's art and artists, the land of weirdness.
and more... and more :D

What kind of fun?? Shopping, nightlife, watersports etc. Too hard!

Depends on you and what your idea of fun is.
If you want to party go to a University city like Bologna or Perugia.
If you want to have beach fun go to Cinque Terre.
If you want to have true Italy pleasure, go to the small villages and meet the Italians and Italy that hasn't been tainted.
Quite frankly, there isn't anywhere in Italy that isn't a joy to explore and experience.

Really all cities are fun in Italy. Like the before me wrote, each area, town, or city has unique experiences. I would start from Rome, because it's the heart of Italy and from there you can go where your hearts desire.

Don't forget, all roads leads to Rome. That's why it should be your first stop.