Rhododendrons grow well in northern regions of Italy as well as the Lake Como area, but inland and nearer the coasts don't do so well because the soil is alkaline. Best to have a look around your area and see if there are any growing round and about, which would give you some idea as to whether they are successful or not. Certainly azalea cultivars are grown in Italy, because there is a new problem with them, they appear to be susceptible to a new variety of anthracnose over there.

Rohdodendrons are likely to have problems with your hot, dry summers. They mostly grow in mountainous regions where it is generally wet and cool. Cold winters are not a problem. You will find European ones growing in the Dolomites and the Alps but not in Umbria. There may be species that grow in hot, dry climates but I don't know them. Do as Bamboo suggests and take a few walks in your area and see what others grow.
Do you have to grow rhododendrons? An alternative shrub that might be more suited to you could be Daphnes?

And they like acidic soil.

Agree with the above. Hydrangeas will only be good if you are prepared to water and feed them regularly during the early spring to summer. Relating to second part of your question ... Other shrubs and plants worth considering are bay, thyme, rosemary, agapanthus, day lillies (hemerocallis), hyssop, marjoram, sweet rocket or any of the hardy geranium all of which seem to be pretty well self supporting! Caryopteris is unfussy, and lovely at this time of year, as is phygelius (australian fuscia!).

Most, Maggy, not all.

Hydrangeas do fine here in the desert, but they do need bright shade and religious watering! Also, if you have a limestone soil--common in Italy, I hear--it will be difficult to keep the blue varieties blue. Expect more pinks and purples. If your summers don't get more than 34º C, you might get away with some Rhodies, though Belgian Indica and Rutherfordiana Azaleas would be a safer bet.

I live up in the Appennines, and the soil here is too clayey and chalky, for a lot of my favourites, but I am (so far) managing to grow hydrangeas and a small rhododendron in pots, watering with rainwater, and moving into the shade when the sunshine is too much and too hot. A few months ago I was advised by another, very clever Goyer that I could leave one of my hydrangeas that was too big to pot up, in it's relatively shady spot, and just feed with sequestrine every now and then, and it seems to be working. It does need a lot of watering in the summer months, though. This summer we have had very long spells of incredibly high temperatures (35°c is pretty much the average for August, with 48.9°c on one appalling day) and drought, but come winter, we have months and months of snow, frost and -10°c being quite normal, and the hydrangeas have survived. (We just wish growing olive trees was as easy as it is further south and lower down) We only rarely see rhodies for sale, and I think those are for greenhouses, but since "acidofile" compost is quite easy to find, we guess it wouldn't be impossible to grow them outdoors. I have to say ours is not doing nearly so well as it would have done in the UK. Even up in the lakes area, rhododendrons aren't as common as you might expect. We are coming to terms with the fact that we just aren't able to grow some of our real favourites out here. Good luck!
p.s. Where in Umbria?