A long time ago, I sold internationally on
ebay. I'm considering it again.
I wouldn't ship to Italy on a bet. Sorry. The Post Office over there is a den of thieves (my experience). Stuff goes missing, or it finally shows up after long delays and significantly changed (real stuff stolen, replaced with junk).
I would also avoid Brazil.
Now, I've had good luck with UK, Germany and Switzerland. I've also heard great things about Denmark and Sweden, though I don't have any experience there.
I've also had luck on the other side of the world with Japan, Australia and New Zealand. I've had mixed results in Malaysia, but I would consider sending there again.
I can't think of anyplace in South America where I would send anything. Also Nigeria is fairly obviously a scam haven.
If I were in other parts of the world, I would ship coins or collectible stamps to the USA, but I would not offer anything over about 12 ounces in weight to the US. That's a change since last year. The "Toner cartridge bombs" last year mean that everything over 1 pound that's bound for the USA gets significantly delayed (2 months or more is not uncommon).
Deliver confirmation or signature confirmation to satisfy PayPal for "Seller Protection" is either unavailable or very expensive for international sales. You always take a chance on INR claims. Either don't ship it if you can't lose it, or make sure your buyer really, really wants to pay very high shipping.
The other thing is that most foreign buyers prefer Postal shipping to UPS and FedEx. It has to do with the "customs brokerage" charges. It's not the customs duty, but the amount the carrier charges to pay the customs duties and collect the payment from the recipient. For post offices, that's generally a fixed charge and it's usually pretty reasonable ($3 USD or less is pretty common). For FedEx and UPS, it is often a percentage of the total duties, and it can be as high as 20% or more in some countries. Always ask your buyer if they have a preference.