I took a Pristine Sistine tour last June, and after what I saw, there’s no way I’d go to the Sistine without early entry (except maybe one of the Friday nights when the Vatican museums are open—no personal experience but I’ve heard the crowds aren’t too bad then).
Our guide took us on basically a forced march to the Sistine as soon as we all made it through security. You are right that there are several early entry groups, all headed for the same place, so you aren’t going to have the place to yourself, but it wasn’t bad. There was room to move around, and I felt like I got the chance to really see the place. Then we went back and saw highlights of the museum. Once it was open for general admission, popular areas (like the Raphael Rooms) become total gridlock. It was an unpleasant experience, to the point where before we went in, our guide established a meeting place in the next room so those who felt claustrophobic could keep moving.
When we were finished in the Museums, we passed through the Sistine again to take the short cut to St. Peter’s. It. Was. Awful. So crowded, and priests trying to keep the crowd quiet with little success. We could barely wind our way through to get to the back exit. Two hours earlier, we had an entirely different experience.
Have you looked into the Vatican’s own early entry arrangements? I don’t know much except that they exist. They might be less expensive but I’m not sure.
As for needing a guide, the guides aren’t allowed to talk inside the Sistine Chapel, and I ended up touring St. Peter’s on my own using Rick Steves’s tour (I had to leave my group early to go on the Scavi tour), and thought that was fine. The guide was helpful in moving us through the highlights efficiently, but if I go back I’ll probably try for a Friday night and go alone so I can decide what I want to see (among the galleries open that night, anyway).
I took a guided evening tour of the Colosseum and enjoyed it. Could probably have done fine with a self-guided tour, but I booked through the Coopculture site and it wasn’t expensive, also, there are parts of the Colosseum that are accessible only with a guide,
Unless you are well versed in ancient Roman history and architecture, I’d say a guided tour of the Forum and Palatine Hill would be a good idea. Those are typically combined with the Colosseum.