Although Valaso often states he dreams of finding the perfect wife and making many children, he was notorious for going through two to three different girlfriends per month. This continued until he became consigliere, at which point and under Michael's advice, he was asked to "stop fooling around". To this day, at the age of 39, he remains single - and particularly despises being reminded of it.
Valaso admires his "Cousin Don" Michael, idolizing him as a heroto the point of calling him his "favorite superhero".
He is known for his rather luxurious taste, particularly when it comes to food. His favorite dish is reportedly giant tortoise steak, flame-broiled, and lightly salted.