Bank ATMs near Colosseum

Use Google maps, locate Colosseum or Vatican
Search nearby for a bank

I'll add this caveat - only withdraw from an ATM physically attached to a bank, and only during hours the bank is open, that way, if there is a problem getting your card back you can get the bank's assistance to help retrieve it.

It's also important to note whether the ATM machine supports the Plus network (Visa Debit) and / or the Cirrus and Maestro networks (Mastercard Debit.)

The post office ATMs are also a good choice. I don't know where you are near the Colosseo, but there is a post office on Via Cavour 277 with a bancomat. I have used it over the years with success. Also, just up the street is a bancomat attached to a bank - Credit Agricole Italia at Via Cavour 251. I do not know if it still open.

Be sure to check the bancomat before using. Pull on the card insert slot to make sure it is not a dummy. Look around you to be sure no one is watching you. Hold your hand above the keypad while you enter your PIN so any camera installed cannot record it. If someone offers you "help" refuse it. If they persist, walk away.

As you mentioned, only use bancomats attached to actual banks. Searches for 'ATM's will often pull up every independent money machine in the area so a Google search for 'bancomat' is better.

some charge ridiculous rates

Those are usually called "ATM" and you can found them in stations and airports. Most Italians have no idea what ATM means, look for Bancomats to avoid fees and "conversion charges": https://goo.gl/maps/qC31q1s8sWviyEbp8

Another thing I do is look for a bank that has the cash machine inside the bank, or behind or inside a set of glass doors in the foyer.
You are less likely to be approached by "helpers" if you are already inside.