I am planning a tour from the UK to my European destinations. 
As per my itinerary, I have max stay in Italy.
I am also visiting Switzerland and Paris.

My problem is that when I applied for a Schengen visa in the Italian embassy, they asked me for all the travel documents, as in the tickets from 
Rome to Zurich, 
Zurich to Paris,
and of course tickets from the UK and back to the UK.

Is this a trend with only the Italian embassy? I found it very discomforting to do all the bookings before getting the visa. If they reject the visa, I have no way of recovering my money.

Do any of you guys have any experience on this? Am I missing something? Surely there has to be a easier way of getting a visa without planning each day of my trip right now.