In Rome you can use both the Italian and Vatican mail services. Italian Postage stamps can be bought from Post Offices and Tobacconists.

Letters can be posted in the red mail boxes around town. Choose "Tutte le altre destinazioni" box to send your letters out of Rome.

For parcels one needs to go to the post office.

The Vatican Post Offices are situated around Piazza San Pietro. It is said that Vatican mail travels safer and faster, perhaps because blessed by the Pope. However, it is slightly more expensive. Letters with the Vatican stamps must be put in the blue Vatican mail boxes, again situated around Piazza San Pietro and the Vatican.

Also you may like using Vatican Aerogrammes - fast and unexpensive.