My two cents on the Italian ones:

Politecnico di Milano - Leonardo:
Great tradition but unfortunately they stripped out the industrial design courses from the MA some years ago, nevertheless still good for architectural design.
It is still the most prestigious architectural University in Italy.
Milano Leonardo "campus" (it is not a true campus as intended in the US) is a bit overcrowded, anyway much better than Bovisa, at least you still are near Milan city centre.
During the design week Milan is the centre of the design world, quite stimulating.
Milan is an expensive city and definitely not one of the most beautiful in Italy. anyway it is safe, as almost all Italian Cities are, and there is a large US community. From MIlan you can easily reach any other city in Europe in few hours by car or by plane.


Politecnico di Milano - Mantua
Satellite of the Politecnico, specialized in restoration (not the most important architectural restoration University in Italy though, Venice and Florence come first). Nevertheless it is gaining reputation. Mantua is a small and calm city (quite the opposite of Milan), an architectural gem too and a good place to stay. Much lesser living cost than Milan, obviously much less cultural life as well. Mantua is not as well connected as Milan with the rest of the world, anyway it is a couple hours by train from Milan and Venice (during the Biennale this could be a plus)
I recommend it only if you are interested in restoration and/or planning in historical/listed sites (Italian university are perhaps the best in the World for that, but their approach is quite conservative)

Don't know Aalborg:

Keep in mind that if you envisage to look for work in the same country you attend the University, the current situation in Italy is quite bad for architects, even if a native english-speaking professional has several advantages, expecially in Northern Italy and MIlan.
But if you plan to stay after your MA degree, I would probably go for Aalborg.