I recommend Tafford Cole's book "Italian Genealogical Records" and Lynn Nelson "Discovering YOur Italian Ancestors". They will provide an excellent knowledge base and reference for Italian genealogy.
I am not aware of any on-line soures for immigrants from Italy to the USA based out of Italy.
Ancestry.com has many passenger manifests records available. Ellis Island is on line also and covers 1892 - 1924. If they arrived in NY before 1892 in NY you need the Castle Garden Manifests from Ancestry. There are also other ports of arrival, Boston, Baltimore just to name a few.
A good place to start is to find your family in the US census. It will give a year of immigration and naturalization status.
Not online but available in some libraries is the 18-volume Italians to America. It has passenger lists for Italian immigrants who arrived in New York between 1880 and 1902. It is also available on CD-ROM. It is where I found my family's first crossing in 1891.