Not in Rome? You can still do as the Romans do.
While Italy may have such ancient marvels as the Colosseum and the remains of the city of Pompeii, there are many sites outside of the country that were constructed at the behest of Roman Emperors. At its largest point, under Emperor Trajan in 117 A.D., the Empire stretched from northern England to as far as what is now present-day Iran. And while the Empire may have fallen centuries ago, the temples, aqueducts, and arches that can be found throughout these places continue to tell the story of ancient Roman conquest.
Interesting that Caesarea, Israel, was left off the list.