Good tips Chris, I would add the Prison on Taiping Lu, it’s also worth stopping by the Tian Hou Gong temple right across the street, that even though it’s not concerned with colonial times, is one of the oldest places in Qingdao, I read that it goes back to the 15th century…
There is a really neat curio shop and small inn/hostel near the corner of Anhui and Guangxi Lu. It’s run by Lao Zhao and he is very friendly. He could fill you in on some local history over some seafood and beer, he’s usually holding court at the front table of the shop. Look for a bunch of stuff piled up at the door on Guangxi Lu.
Also on that corner is the Postal Museum, used to be the old German Post Office and is still owned by China Post.
Jinkou Lu area near original Ocean University and Taipingjiao in Badaguan have some nice roads for a historical stroll.
Daxue Lu is worth a visit too, if only to see John at the Strong Ale Works, right across from the Qingdao Art Museum.
Good luck, keep in touch if you have any q’s ~