The use of 'figo' - this slang word's heard outside Milan, but the first time I'd heard it being used was here in Milan - and is it used!! It comes from a very coarse swear word, but in slang it's used to mean 'cool' or 'excellent'. A bar you love going to can be called 'a posto figo'. The opposite version also exists - sfiga is slang for 'bad luck', and a 'sfigato/a' is a loser or someone who is unlucky.
Use a bit of dialect - Like a lot of places in Italy, you don't hear many conversations in dialect anymore. But in Milan the odd word in dialect can be heard sprinkled in with standard Italian. Probably the most commonly used Milanese word is 'sciura', which means 'signora', but can have a more negative meaning.
The feminine pronoun - 'La' is always used in front of feminine names, so I become "the Nerys". To say you are going to Clara's party you would say, "vado alla festa della Clara"
Uè - a true Milanese greeting! In the street, on the phone, everywhere!
'C'avere' - I didn't realise this was considered Milanese until I found a genius group on Facebook called 'Questa è Milano'. I don't even realise I use the c in front of the verb 'avere' (to have) anymore, I guess it's just easier to pronounce than plain 'avere'!
And if you want to hear some hardcore Milanese in action, here's a song that 'prende in giro' the SUVs in Milan - the very broad 'u' in SUV's very Milanese!