In Enabling italic fonts in iTerm2, tmux, and vim, Alex Pearce explains the steps required to get italic fonts working in console Vim on a Mac. You'll need a font that supports italics, like Consolas, and some configuration for iTerm, tmux, and Vim.
I really like having comments in italic. It differentiates them one step more from the surrounding code, and it makes sense semantically too, as a comment is treated very differently from anything else in the source.
Because Alex's solution changes the value of
$TERM, you might see errors when sshing to remote servers. He explains how to extract the termcap values, but you could alias