If you book in advance you can get pretty good deals on the Italian railways system.
For example, here are the prices for sunday 21/12
Trento -> Venice starting from 18€:
http://goo.gl/5FMpnw
Venice -> Roma starting from 29€, high-speed train:
http://goo.gl/6dPGVh
Venice -> Milan starting from just 9€:
http://goo.gl/bXVNoz
That should also hold for low-cost airlines, except that from 20/12 to the first days of January it is very high season.
For example, here are the prices for friday 26/12
Milan -> Paris: starting from 39.99€ with ryanair.com + optional 25€ for 15Kg baggage
Roma -> Paris: starting from 47.99€ with ryanair.com + optional 25€ for 15Kg baggage
But I repeat, it is very high season so grab a ticket now otherwise you'll end up paying sky-high prices.
Don't know zilch about France/Dutch/Germanl railways unfortunately, but I suspect they are more expensive than Italian trains.