nzshar - if we are doing something "creative" (ie. messy), I always involve the youngest ones in some way. They love to eat crayons, sand and playdough!
It is unusual for me to have three such young children all at the same time - I currently have two 12 month olds plus a 14 month or 19 month old. With the best will in the world, it is not possible to keep control over three very small children all trying to drink paint at the same time. If I had a couple of older and more capable toddlers and one "baby", then I could supervise the baby far more easily.
We go out somewhere most mornings - soft play, music group, toddler group. We do lots of fun activities at home - books, singing, cuddles, etc (all the "usual" things). The "very messy" activities are not so high up on my agenda right now unless at least one of them is asleep!