One other option for trains? Take a look at Italo.
http://www.italotreno.it/en
This is a private rail service - NOT a 3rd party - that serves the larger cities and often offers some competitive rates to Trenitalia. They serve all three cities on your list.
We haven't used the Roma Pass as we end up using public transport in Rome very little - it's a fun city to just walk - and it's just as easy to purchase a couple of single-ride BIT tickets for when we might want them. Buy them at newsstands, tabacchi, or at the stations. Tickets must be validated before getting on any sort of transport, and you need to keep them until you've completed your journey.
The Roma Pass doesn't cover entry at the Vatican Museums; you'll want to pre-order tickets from their website to avoid very long ticket lines.
http://www.museivaticani.va/content/museivaticani/en.html
Entry tickets (if you decided agains the pass) for Colosseum, Forum and Palatine (one ticket covers all three) can be ordered here. Ticket lines for the Colosseum are normally very, very long so buying in advance is advised:
http://www.coopculture.it/en/the-colosseum.cfm
You could also just wait and purchase your combo ticket at the Forum or Palatine where lines are shorter.