Italy is great in winter, in the cities you mention. Lots of museums, mild weather, few crowds. Dress appropriately, as others have said. We have been to Firenze in winter and waltzed into museums without a pass or advanced tickets, except for the Accademia, which is worth doing. (You may have the David all to yourself.)
At the Colosseo you can save some time with advanced tickets in any season. You still have to stand in line for security, but at least you don't have to stand in line to purchase tickets.
The Basilica of San Marco does not require advanced tickets at that time of year. Don't miss the museum upstairs!
Note that some museums are open late, i.e., until 20:00 so it is possible to go in the evening before dinner. You can use daylight hours outside, weather permitting, and hit a museum after dark in some cases.