Zaanse schans / marken /volendam without tour company

The Zaanse Schans is a few minutes' walk from the railway station Zaandijk-Zaanse Schans. Trains leave every 15 mins from Amsterdam Centraal and take 18 mins.
To continue to Volendam and/or Marken, you have to go back to Amsterdam Centraal to take a bus. These are very, very touristy destinations.
Instead I'd like to suggest you to go to Hoorn and/or Enkhuizen. Both are historical port-towns with still visible connections to the Dutch East India Company. Enkhuizen has an attractive open-air museum, reliving the times this area still had an open connection to the sea, and trades like fishery were important. Hoorn is somewhat more stylish.
This real-time public transport planner shows you the way.

We did both all of those you mentioned on our own. For Zaanse Schans, since we were going after visiting Keukenhof and were at the train station, I started out asking where the train was, but the lady at the info desk said that the bus was better. It took 45 minutes, which is longer than the train, but left us off right where we needed to be, while the 28 minute train ride is a 15 minute walk away. Might be pretty similar in the end.

For Marken and Volendam, if you want to go (and both are touristy), there is a Waterland bus ticket for 10 euros for a bus that stops at Edam and Volendam. We took a boat to Markem, which was additional, and then the bus back to Amsterdam. It was easy to arrange on our own. I'm not sure what else a tour company would do other than provide transportation. The exhibits at all places included clog making and other crafts.

Update: We are not renting car, relying only on public transport

If you're the adventurous sort (and if the weather cooperates) you could rent bikes at the train station, cross the river on the little pedestrian/bicycle ferry, then pedal up to Volendam & Marken at your leisure.

Don't use a guided tour to see Zaanse Schans. You will get there with 60 people on a bus and only have a maximum of 45 minutes to see the area. It is barely enough time to just see one windmill and walk around briefly. This was my experience on a Zaanse Schans/Volendam/Maarken combination tour three years ago. As others mention, it's better to take the bus from Amsterdam Centraal and you will be dropped off right at any of these locations. You are then independent and can spend whatever amount of time you want at each place. No rushing and no time limits.

The Zaanse Schans is easy to get to by train and well worth a visit but it is best to get there early before the tour bus hordes arrive.

Here is a link to detailed instructions on getting there and what is good to see:

Zaanse Schans Windmills

After Zaanse Schans, then go back to Amsterdam Central Station to get a bus to Marken (or Edam, see below)

Volendam and Marken are very touristy. From Amsterdam Central Station take the bus number 315 to Maren (36 minutes). Then get the ferry from Marken to Vollendam. Then get bus 316 from Volendam to Edam (10 minutes), then get bus 314 from Edam to Amsterdam (38 minutes)

Edam is a really nice little town and has a super little museum. There is a very nice restaurant / cafe with a terrace in a hotel called Fortuna on a little canal with a draw bridge that is used every now and then. I think there is something to be said for skipping Marken and Volendam and just getting the bus from Amsterdam Central Station to Edam and back.

:o)

As others have said, it's very easy to do this on your own. Plus, you have the added benefit of staying as long as you'd like at each place.

The Waterland Bus is great! You buy the €10 ticket from the little kiosk to the left of the buses at the upper level bus station behind Centraal Station on the IJ river side. They will give you a map with the bus routes/numbers and you can just hop on the next bus that comes along. We went to Edam, Monnickendam, and Marken and loved them all. Each town is unique and has some cute and quirky museums. Here's the website for the bus. http://www.localbus.nl/