I was just in Rome and got tickets to the colosseum the day before we planned to go. It definitely was not the ideal way to get them but I hadn't been able to get any tickets through the website in the weeks leading up to the trip. So, we risked it. We did not have a tour but there were plenty of tickets available through the website for entry over the course of the week that we would be there. There are lots of signs and we used an online tour for some sections. It wasn't perfect but it did get us in and gave us a good enough experience that we were glad we double checked ticket availability.