I have a 3-way SLI setup with 9800GTX. I bench basically the same with 2 cards as I do three. The third card gets me another 1000 pts in 3Dmark06. But for 3 9800gtx you are required to run Vista.
It is said you bench better with 2 9800GTX in XP than 3 cards in Vista. I have noticed this as well.
The third is not worth it unless you are a overclocking and benchmarking type dude. Even than you would be better off with two cards and Tek9's and an Dragonforce F1. I am just getting into phase cooling myself though, my current benches are all on air.
You also need at least a 4.0Ghz Intel chip to see the slightest potential from the 3 card setup.
Here is my rig: http://www.evga.com/community/ModsRigs/comment.asp?sysid=9686