In Venice, if you wanted to go see Murano/Burano/Torcello, just hop on the vaporetto and go explore.
I'll second the coop culture tours at the Colosseum...you could also book with Walks of Italy - they do a Colosseum tour. We used Walks of Italy for a Vatican tour. Lots of people like one called 'Pristine Sistine' - which is earlier in the morning. We did an evening one 'after hours'.
How long are you on the Amalfi Coast? How many in your party? When we were there for 3 nights, we (me, my hubby and my mom) used Sorrento Silver Star http://www.sorrentosilverstar.com/ Private driver for about 8-9 hrs. They have pre-arranged tours or you can plan something out. Nice new, air conditioned Mercedes vehicle. Charming driver. Picked us up promptly in Atrani and took us to Ravello, around 'the back way' past Naples, to Sorrento and Positano. Not cheap, exactly, depending on how many people there are...but my mom said it was the best day of her trip with us, so worth it.