Siena's Palio Horse Race?

I think you wont have any problem to take a train in the evening to return to florence in the evening, because Palio isn't so long. However, I am tuscan and I can give you some tips to visit my region! I advise you to visit Volterra, San Gimignano, Pienza, Arezzo, Montepulciano and Pisa, also if there are a lot of other places that are very beautiful!