I have 3. DD (8), DS (5) and a 8 mo DS. As yet I have yet to experience any jealousy whatsoever with my older 2 and the new baby so can't help there but I think there are lots of things to consider when choosing to have 3 and other things that make the experience a good thing or bad thing.
As other posters have said that when they were growing up they didn't have their own rooms, time, privacy, activities. We have a house which has 4 bedrooms so they can all have there own rooms, I am a SAHM so I have time to devote to the DC. I help out at school and take the baby to activities through the day. DH has a fairly good job so we can afford to send them each to their own activities etc. I'm not saying that less rooms, less money and a working mum would make it not work but just for me, the experiences that other posters have had may be diffused slightly.
The main thing though I think is how you plan to parent them. I have friends who only have 1 dc who don't want to spend time, money etc on activities, homework as they have their own things to do. I know families who have 2 who clearly have a favourite. If you make sure that you have no favourites and spend the same amount of time with each child, then they should all have a good childhood. No they may not get on but that goes the same for any sibling group, two, four, twelve. I know of at least 2 of my friends who don't get on with their sibling who are 1 of 2.
Age gaps, gender and personalities also help. My middle DS has some developmental delay and although he can be challenging at times with me, he is so laid back that he doesn't care if I am cuddling one of the other DC despite him being a complete mummy's boy and doesn't mind if I take older DD out somewhere that is unsuitable for him to go.