English has a lot of terms for "magical user", some traditional and some introduced by fantasy literature and games:
In Italian there are less options. These are the ones that I can think of, with the appropriate pairing with English when there is one:
mago (wizard): generic term for magic user, it applies also to the "classic" idea of magic user (Merlin was a mago).
stregone (wizard / sorcerer): male version of strega (witch). It has a slightly more esoterical meaning than wizard (stregoni are usually "darker" and more mysterious than maghi).
prestigiatore / illusionista (magician / illusionist): not a magic user, but rather one that does tricks (like at a fair). The former is more specialized in sleight of hand tricks, the latter is more about creating misperceptions.
evocatore / invocatore (summoner + conjurer): someone who can use magic to materialize creatures or objects. There is no strict distinction as in English between the two cases.
medium (medium): someone who can perceive / communicate with spirits (not necessarily of the dead).
veggente (clairvoyant): Someone who can see across time (future) or space (afar). It does not includes prophecies: profeta (prophet) is more appropriate in that case.
Two more things worth mentioning: there is no direct translation for "warlock" when used in the meaning of someone who uses magic specialized in combat (fantasy meaning).
There is one specific Italian term, iettatore, who is someone who has the power to curse people with the malocchio, which will bring misfortune.