We booked privately for a trip to Capri and this one was outstanding. We took the ferry over and were able to do all of Capri and Anacapri by private car and walking.
We took the train from Civitavecchia to Rome - was very easy and the trains were running that day thankfully - (there was a train strike the day before!)
Cannes is an easy tender ride - and great that you can just walk around the beautiful town as soon as you arrive. One of the few ports on this itinerary where it wasn't necessary to take a train or transportation into the main city.