Here is a list of Italian Consulates in most of the English speaking world. This is the place that you should start with as it has the base information that you will need for your move. Call them up and see if you can get an appointment to discuss your plans with them so that they can give you an idea of which direction to take.
Consulates in Australia
Consulates in Canada
Consulates in the UK & Ireland
Consulates in the U.S.A.
Documents you will need to apply for a visa.
◦Valid Passport
◦Medical insurance
◦Enough money to support yourself unless applying for a work visa
◦Possibly a police record
◦Possibly a housing contract
◦Possibly a letter of intent
◦A letter of acceptance from a school if applying for a student visa
◦A number of documents from an employer if applying for a work visa
