I think it depends on the church, white isn't essential at all churches. Is it only RC and high church Anglican that annoint? I'm low C of E and I know that we never have.
One of the things I do is go and visit families before they come for baptism and if anyone asks this, I would say that something you can get plenty wear out of rather than something to be worn just the once.
I had my youngest baptised at the same service that our vicar baptised his own triplets and all the children wore nice 'every day' clothes if you know what I mean.
My dd was baptised and confirmed in May. She wore a cream dress and cardigan (it's freezing in our church!), which was fine. Others wore party-type dresses, mostly (but not exclusively) in pale-ish pastel colours. White isn't necessary. I'd get something they can wear again, at least for the older ones - white isn't very practical either!
Congratulations to all three of them - hope you have a wonderful day.
I'd put the youngest in a traditional Christening robe, and the older girls in pretty traditional clothes: (off)white dresses if you like, but I think other colours (especially pastels) and discreet patterns would be fine too.