My plans for Italy, any suggestions would be appreciated

I do not understand what you mean by

-Vatican -You can do all three of these as an all day tour

But for Vatican Museum (which include de Sistine Chapel), I strongly suggest you get tickets in advance on the web. For San Pietro cathedral itself, access is free and airport style security takes only a few minutes.

Since you are going to San Clemente, walk also a little bit further so San Giovani Latherano and if you don't have enough of churches, San PIetro in Vincoli has a superb Michelangelo sculpture of Moïse.

After Trevi fountain, walk to the Spanish Step and then Piazza del Popolo. Finally, you could do worst than visiting Galleria Borghese, but remember that admission are limited and you absolutely need to reserve in advance. If you can not get tickets to Galleria Borghese, Palazzo Barberini will be waitng for you.

Also, visit the Jewish quarter (via del Portico) and spend an evening in Trastevere.

Finally I noticed you are planning in canadian dollars; bad habit. Their values is dropping like a stone now, plan in Euro as this is what you will have to pay with.

Why are you worried about safety on trains?

I would be much more concerned with a 9 pm arrival at the airport whether you would be in time for the last train from Naples to Sorrento. Check out the direct bus option or shuttles. Even if you plane is on time, it will be at least 1030 - 11 pm before you reach central Naples, and from memory, the Alibus stop in Piazza Garibaldi is at the opposite end of the square leaving you a walk to reach the station ( there's been a lot of rebuilding round the square recently to reduce the volume of traffic driving through).

I'm not sure either why you plan to use taxis in Rome. The city is quite small and while a quick hop on a bus tram or metro may help you can see a lot of things on a short-ish walk. Just buy a couple of tickets in local shop for €1.50 each and cancel when you board the bus or tram.

If you're hoping to see Pompei and Herculaneum on the same day you'll need some stamina. However many of the artefacts rescued from Pompei are in the Archaeological Museum incentral Naples

Will have luggage, heard pick pockets are bad.

Do you have experience with the shuttles? how much does a trip like that cost?

No I haven't, but I am suggesting you may not have an alternative. Incidentally, the last direct bus from the airpirt to Sorrento leaves at 7.30 so that is also not an option. Suggest you google for more info.

Pickpockets are not a problem if you don't allow yourself to be a victim, and that goes for most places in Italy. There are countless ways to keep your valuables out of someone else's hands so do a little reading up? Staying away from the trains isn't going to keep you from being pickpocketed if you aren't just as careful anywhere else.

Shuttles to Sorrento are expensive, or my idea of "arm and leg", anyway. Rates seem to be around €100 and up. Split among 4 people traveling together wouldn't be bad but it's not $ I'd like to spend for the two of us.

You will want to stay in the Rione part of town (Center so there is less screwing around paying for cabs to get to everything)

There isn't a "rione" part of the city. Rioni are districts so you won't find that word when searching for a hotel. One district can be several miles from another. However we've never taken a taxi in Rome: we've gotten around 95% of the time on foot with just a few hops onto the metro/urban trains. How easy that will be for you depends on how much walking you're used to doing? For your itinerary, I'd probably stay walking distance from Termini so you can jump on metro A to St Peter's, Metro B down to the Colosseum/Palatine/Forum, and walk to some other the others from the nearest metro or bus stop.

Rome is a magnificent city to walk: really the best way to see it if at all possible.

Vatican -You can do all three of these as an all day tour

I'm not sure what this means either? Three of what?

Pre-ordering tickets to avoid queues. These are the official sites:

Colosseum/Forum/Palatine; a general-entry ticket (€12,00 + €2,00 booking fee online) covers all 3 sites:
http://www.coopculture.it/en/colosseo-e-shop.cfm
Tickets are not time-specific so you can use them any time, any day. A ticket is good for two days so you could do the Colosseum on one and the Forum/Palatine (you can't split these two up) on another. It's best to do them all on the same day, though, as they're located in the same area.

Vatican Museums:
http://www.museivaticani.va/content/museivaticani/en.html
You will have to choose a specific entry time slot or tour

Galleria Borghese:
http://www.galleriaborghese.it/en/home_en/borghese-gallery-and-museum
You will have to choose an open, 2-hour time slot

Capri:
Skip the Blue Grotto. It's too expensive for the very few minutes you even get to be in the thing. I put that one in the "tourist Trap" category for a number of reasons so save the $$.

-Day 4 - Day trip to Pompeii (Gli Scavi Archeologici di Pompei, Ruins of Herculaneum, Teatro Grande, Forum)

You understand that Herculaneum and Pompeii are in different places? Herculaneum (Ercolano) is closer to Naples. As Pompei Scavi is VAST, I wouldn't try to do them both on the same day.

I'm curious what time of year you're planning to do this trip? $108CAD is really, really low for a hotel in Sorrento during high season. $65CAD for Rome is practically hostel rates. Are you traveling alone?

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