I'm not sure about Sicily, but I think intermarriage with local tribes was fairly common in Massilia and Nicaea. IIRC there were anecdotes of Greek men being surprised at the forwardness of Gaulish women.
True, but Sicily seems to have been something different, with Greeks and Sicilians exisiting in separate communities. Segesta and Leontini, the cities whose war provided Athens an excuse to intervene in Sicily and thus to invade and attack Syracuse, offer such an example, since IIRC one was a Sikiliote settlement, the other Greek. One might suppose that the Sicilian colonies proximity to mainland Greece provided them with more manpower and womanpower than that available in Massilia.
If, say, Athens' empire had lasted longer I've often wondered if it might not invest a bit more in exploring and settling Ukraine and the Danube watershed. It's all accesible by ship and thus easily accessible / dominatable by a navy. And it provides Athens' more grain / food stuffs, which it seems to have gotten mainly from this region to begin with.
However, I'd expect it would take a lot to overcome the native populations, particularly with the problem (for Athens) of Persia right next door. You'd need to convince the Athenians that rather than attacking (and thus pillaging) the richest empire they knew, they'd be better off settling surplus population in farms.
And at some point they'd have to contend with the invasions of the eastern Celts -- the first of many wanderers from the great Steppes.