Lots of good ideas:
*Definitely using rosenkurtz somehow (akin to Illuminati perhaps)
*Vatican/Nazi involvement- interesting, my team would probably enjoy that.
*Mundane organizations- R.C.Church, Roman Curia, Italian Mafia, Zog's Cadre (Albania nationalists), Filiberto's Cadre (Italian Royalist Movement), Italian Govt., Rome's Municipal Govt, and some terrorist organization. Anyone think of more?
*All of Malivotti's ideas- my team will appreciate religious cynicism and intrigue. I just don't want to overstress Vatican. I need more Rome-sans-Vatican ideas.
My guess is that about 2 of them will be spellcasters (the Dresden veteran and the perennial D&D mage), 1 were-wolf, 1 Pure Mortal, 1 . So a diverse bunch- but that'll lend to a more open set of stories.
Ok less Vatican ideas, if one of your players is running a werewolf then there is the tale of Romulus and Remus how they were nursed by a she-wolf maybe something in Rome aids or harms werewolves, or Rome has pact with werewolves.
More Italian thing but check out the House of Savoy, the last kings of Italy, forever exiled from Italy itself, why? Maybe a curse, maybe a prophesy, maybe just politics but what if a member of the House is a supernatural and wants to come back.
One interesting organization that has taken root in Rome is SMOM, Sovereign Military Order of Malta, the Knights of Malta. SMOM is part of the Italian Army as a 'allied' unit. Perhaps the Knights of the Cross are just the most visible, the point of the spear as it will. SMOM, the Knights of Malta are the direct descendants of the Knights Hospitaller, when the Knights Templar were dissolved 1312 the Knights Hospitaller inherited much of Templars holdings and property.
Rome has a modern road around it, almost a perfect circle called Grande Raccordo Anulare, what if it is a magical circle to keep Rome safe, or keep something in? A larger ring road is being planned. Why, is the old circle failing?
The Catacombs of Rome date back to the 200's with Pagans, Jews, and Christians all buried in them, just the place for a necromancer or two.
General things about Rome. VERY BAD TRAFFIC. IIRC there are about 12 taxis for every 10,000 people and only 2 or 3 subway lines, metro and buses are popular but heavily used, the city center of Rome bans cars from 6am to 6pm, other areas due to very active night life have nighttime car bans. Cars are bad, motorbikes are worse, scooters are insane. Forget everything you've ever heard about New York, Boston, Houston, even Paris. Rome is the worse for street size, placement, congestion. People who move to Rome are still afraid to drive after living there for more than 5 years...