Oh, it's been a really long time since I was in Rome or Venice. Actually I don't know anything about shopping in Venice. But in Rome there is there is a famous flea market each Sunday in the Trastevere area. Don't remeber the exact adress (guess you can look it up on the net) but I have found some gorgeous vintage pieces there.
Of course Via Condotti is a must. Via Borgognona, Via Frattina and Via del Governo Vecchio (in the Centro Storico) are good streets as well.
Have a great trip
