Certainly to install the OS's, it'll be much easier with separate hard drives.
I definitely like to keep OSX on its own drive.
In my experience, Windows and Linux play well on the same drive, but OSX can be a wild card since it's not really designed to be running on the same hardware at all. The real trouble starts with bootloaders- keeping OSX on its own drive really simplifies things. Windows and Linux both can overwrite Darwin and screw up OSX booting.
Since Chameleon 2.0 , I've found that the OSX drive can very effectively boot every other OS in the system, since Chameleon can recognize other bootable drives/partitions. Otherwise, editing Linux's GRUB bootloader can be made to boot all other OS's, including OSX, though that can be difficult.
The larger question is- do you really need 3 OS's for a file server? Or is it that you plan to use it for multiple purposes? You're aware of course, that a single OS (like Linux, for example) can easily serve files to all other OS's.