I don't do threesomes all that well either, but I do like the idea of triangles (ie one person being caught in the middle), when they're well written. And don't drag out; I've found very few three-or-more-person dynamics that have held out for a significant amount of time and managed to keep my interest.

And I'm usually very much live and let live when it comes to shipping, but the idea of Odo/Quark just makes my brain hurt - and not in a good way :(