LOL, three GTX 260 cards would need liquid cooling, or the whole thing will melt.
They'd also need a 1200W PSU. (Recommended PSUs here:http://www.slizone.com/object/slizone_build_psu.html
What kind of games do you play? What's your screen resolution?
Edit: I hadn't seen your post above. OK, good PSU choice.
GTX 260 *2 will beat a single HD 4870 X2. If you do get those, make sure you get two rebates and not just one.