At present, there are currently no direct flights scheduled from Faro to Milano in either the winter or summer 2013.
Ryanair have tried to animate routes to both Milano/Bergamo & Orio al Serio in previous seasons, as well as to Madrid and Barcelona.
Indeed, I even understand that for Summer 2013 there will be no route to Madrid.
Unfortunately, it appears that low usage resulted in these being dropped. Efforts have been made to promote the Algarve as a tourist destination into the Italian and Spanish market but with little success. So existing scheduled routes target the destinations in the Algarve's main target markets...viz. UK, Ireland, the Netherlands, Germany, Belgium, France, Scandanavia, Switzerland, Canada, Luxembourg and certain charter markets such as Poland, Finland and Russia.
Decreases in visitors is severely affecting Faro's attractiveness as a flight destination and I am afraid it is only going to get worse.
I recently had to travel from Lagos, Algarve to Pompeii in Italy via Napoli. The only options were either via Sevilla or Lisboa. In the end, because I like Seville and had to spend the night there, I took the twice daily bus from the Algarve to Seville and then flew Vueling.com from there.
I am increasingly recommending folk want to travel to and from the Algarve to consider using Lisbon as their gateway. There are frequent buses between Albufeira and other Algarve towns to Lisbon, taking three to four hours and from Lisbon there is a much greater choice to flights to a variety of European and destinations including Italy.
As regards France, ryanair.com fly several times a week to Paris Beauvais.
Have a specific look at vueling.com. They are the only real low-cost airline that I know that offers through booking. When I flew from Seville to Napoli in November 2012, I got a ticket for €55.00. The route, however, was by one aircraft from Seville to Barcelona, a two hour stop-over and then another Barcelona to Napoli.
Vueling.com fly from Lisbon as well.