Dual monitor gaming doesn't make sense because most games place your dude (3rd person) or the crosshairs (1st person) right in the center of the screen. With a two-monitor gaming setup this means the center of the action is split across the monitors bezels. You don't want to do that.
Knowing that, a three-monitor setup is the way to go when gaming across multiple monitors.
The way you connect the monitors depends on the GPU.
If you're running with an AMD card and don't have a flex edition of the particular video card, you need to use the displayPort (DP) or mini displayPort as a connection to one of your monitors. In many cases, people don't have monitors with DP connections, so they have to buy an active DP-to-HDMI or DP-to-DVI adapter to get the 3-screen setup.
A typical AMD setup for three monitors:
Monitor 1) DVI Connection
Monitor 2) HDMI Connection (center monitor carrying sound)
Monitor 3) DP-to-DVI adapter using DVI connection to monitor
On the other hand, a flex edition of an AMD video card allows you to connect your monitors using any combination of connectors without the DP restriction, though these cards are pretty rare.
Newer Nvidia cards (600 series and newer) don't have the DP restriction, so a typical Nvidia setup:
Monitor 1) DVI Connection
Monitor 2) HDMI Connection (center monitor carrying sound)
Monitor 3) DVI Connection
If you're using separate PC speakers and not relying on HDMI and one of your monitors for sound, you wouldn't have to set up your HDMI-connected monitor as your center monitor.
If you're video card has three or more connections, you should be able to run three monitors off the card.