I'd agree that a transfer at Richmond is probably your best bet. The transfer at Richmond is very easy--the platforms are almost adjacent; as FlyinHawaiian's buddy indicated, its a simple matter of heading downstairs from the BART station into an underground concourse and then back up a ramp or set of stairs to the Amtrak platform. The Oakland Coliseum Amtrak station is new, and apparently there is a pedestrian bridge that links the two platforms, but (a) you'd be backtracking and (b) more Amtrak trains serve Richmond than Oakland Coliseum. At the same time, though, if the schedule works for you, it may not be a bad option.

If you wanted to hook up with the Amtrak bus to Emeryville, the easiest places to do it would be either at the SF Shopping Center--an on-street bus stop that is directly above Powell station on BART--or at the Financial District stop at the Hyatt Regency, adjacent to the Embarcadero station at BART. It is also a relatively short walk to the Ferry Building stop from Embarcadero, but since there are better options, I wouldn't do this unless you needed to buy an Amtrak ticket.

Also, remember that on the Capitol Corridor trains you can buy discounted BART tickets--$10 tickets for only $8.