My Lovely trip to Italy was a guided tour provided to me from Trafalgar Tours and I would highly recommend it, especially for visiting a destination for the first time. Worry-free travel is a main reason.
A tour like this is conducted with a guide that is local, that knows the area and the information for each experience. You are chauffeured by luxury buses and the groups are no more than 40 people. The properties are 4 to 5 star and city central. The most authentic meals are provided.
“Doing it on your own” does provide a level of privacy, but there is so much that can be missed. Who would have thought to go to Perugia to see actual weaving, or go to a Olive Grove/Vineyard/19th Century Villa to have hand-made pasta made for you by an Italian countess. Not to mention cut-the-line tickets at the Vatican, which were all included, saved waiting in line for hours just to get inside.
I believe the whole experience was made so much richer by all these components and I would most certainly travel like this again to another destination.