Thanks, gatzd!
When you get to the train station go inside. The ticket window is on the left. There is a hallway on the back right that has the newsstand. The newsstand line was non existant, compared to a long regular ticket line.
We went to St. Peter's and the tomb of the Popes first. We didn't mean to, we just didn't know where to go in. If you see the picture with the giant courtyard surrounded by pillars, that's where the security line for St. Peters and the tombs is. It was very long, but moved at a decent rate. That part was free.
Afterwards, we exited security and walked a long way around the outside to the museum/Sistine chapel entrance. There was a line there that we bypassed because we already had tickets. Here is the website for Vatican tickets:
http://biglietteriamusei.vatican.va/musei/tickets/do
and I believe this is where we got the colosseum tickets:
http://goitaly.about.com/gi/o.htm?z...ts=1&zu=http://www.ticketclic.it/Gb/index.cfm
Metro maps are posted everywhere inside the metro so that was super easy. If you are familiar at all with reading a metro map, that won't be a problem.
For the bus, we just asked at a newsstand or tourist information booth which one to get on.