Examples of when, and when not you use commas

I see a lot of people using a comma before ending their sentences with 'too' and 'though'.

When do you use the comma before 'too' and 'though', and when do you not use a comma?

Another thing, do you use a comma before 'anyway', 'I think', and 'really' when finishing a sentence?

If so, can you give me some examples of when you do use a comma, and when you do not?

And one last thing, when do you capitalise a word after a colon (apart from the obvious when you're naming something or using 'I', etc?

Thanks.