Was in Rome in in July, and Venice and Florence in 2008 in November/December, and while not freezing it wasn't really warm either... I have now decided all my trips to the northern hemisphere will be in May to August for the warmth and for the extended hours of daylight to get maximum touring time and good photos...
Rome
Big +1 for Chris-Syd's bit of advice about insted of going to the Coluseum to buy tickets and join a queue a mile long and wait probably an hour and a half or more, i went to the ticket selling place at the Palatine Hill and wait might have been about 15-20 minutes and then to the Roman Forum ticket station and there were about 4 people there... Buying at any of them will let you walk straight into the Coluseum..
I saw a bunch of offers for early morning/straight past the huge line tours of the Vatican costing about 45 Euros, as I had been through in 2004 and got my pic of the Sistine Chapel, i didn't feel like paying that amount, in the end i did line up about 9am for about 30 mins to get into St Peter's again, but missed the Vatican... There was a yellow caravan or ticket seller a little to the right as you walk up the street towards St Peter's and i think they were offering to get you into the Vatican straight past the lines at 3 times during the day (10, 12 and 2?) and they were only charging about 25 Euros i think, but not sure if they included a tour as well or how good it may have been, if you feel you need a tour??
After going to Rome in 2004, i found the movie Angels and Demons was a great movie capturing some of Rome's sites that after watching you can retrace some of the steps... But a couple of days will allow good time to walk around and explore many of the sites people always mention, break into a couple of zones i suppose...
Venice
Everything is over priced i found, specially internet access there...
I just got a self paced walking tour where you get a device to hang around your neck and listen to and you just press the button when you walk up to a certain building on the map and it will tell you about it, lets you go at your own pace and own order and not too expensive...
The tower in St Mark's Square is well worth doing, although one day i was there St Marks Square had flooded because of a high tide and everyone was having to walk around on raised walkways, so hopefully you won't get that..
You will get lost going through all the back allyes, how the locals even know where they are going i don't know, but that can be half the fun..
Florence
Me personally, i didn't bother going into the Uffizi Gallery as art museums aren't really my thing, more history and natural history and those sorts of things are what i go for, but i'm sure its nice...
I did go see David and even though your not meant to photgraph in the museum, i did get a snapshot, and then was duly told off... But he was bigger than i expected him to be, as opposed to Mona Lisa which everyone usually says is smaller...
I stay in hostels when i travel most of the time, so can't really give much relevant advice to members here, but the hostel i stayed at offered a couple of different walking tours of the city (think they were free) and they were pretty interesting with all the hitory of the city and De Medicis etc, so try and find at least one to do..
The Duomo is of course a must see there and its pretty crazily painted ceiling of people falling into hell and demons ripping people apart etc.. Extremely odd, so take some zoom photos to show people how they use to encourage people back in the middle ages or so to rock up and pay up... You can also cross over the river to a nice viewing platform, forget its name now...
I ended up taking a train down to Pisa for the afternoon of looking at the Leaning Tower (again surprised at its locale as i didn't think it would be in a small little square like that) before flying out of there the next day, but might be a nice day trip down there for a reasonable train price if you can book those MINI prices..