As it turns out, and as we already suspected, not all of the Haswell-E CPUs will have the same number of PCI-Express lanes. Both the Core i7-5960X and the Core i7-5930K will be able to address 40 PCI-Express lanes, but the cheapest Core i7-5820K will only have access to 28 lanes. TechPowerUp forum member "623" has seemingly confirmed this through leaked manuals of Gigabyte's X99 motherboards.
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Of course, this shouldn't come as too much of a surprise. Being able to grab a 6-core Haswell-E processor for the rumored price of $400 makes for a good deal, and there must be a concession made somewhere. While the Core i7-5960X and the Core i7-5930K will be able to address triple-GPU configurations with 16-16-8 lanes, the Core i7-5820K will only manage a 16-8-4 configuration, at best. This leaves the third GPU quite choked, and if you have any additional PCI-Express devices operating over lanes that are wired directly to the CPU, you will run into even more issues. We would have hoped that the i7-5820K would be able to address the slots in an 8-8-8 configuration; however, the manuals posted make no mention of such a configuration. Dual-GPU configurations won't present a problem, but for anything more than that you're going to want a Core i7-5930K or above.
Of course, you can't really ding Intel for doing this. The company will be offering a 6-core chip for hopefully under $400, and if you're interested in a multi-GPU setup that needs the extra PCI-Express lanes, you can probably afford the extra $200 for the upgrade to the Core i7-5930K anyway. Thus, if you're already playing around with the thought of acquiring a Haswell-E system with three or more GPUs, you'd better start adjusting your wishes or your budget.