Well one could wait till iPhone 4.0. Or pick the one you want exchange (push) support for the most. Then just sync the other with iTunes, and iCal.
If I were in this spot i would use Exchange for the work server, sync with iTunes to iCal,(it will do both) then in iCal in preferences add my gmail account. In iTunes you set it to sync with iCal, then you should have all three calendars accessible and sync'able on the mobile device.
I'll think about it more though, it's a little late here for posting a full thoughts.