How are you supplying power to the three servos? If you are powering them from the arduino's 5V shield pin, then there is just not enough current available from the arduino to reliably power three servos. You need an external regulated +5vdc power supply to power the servos. I always recommend using a supply rated for at least one amp per servo, so you should use a 3 amp (or more is OK) +5vdc regulated supply for you servos. Then just remember to run a wire from the external power supplies negative terminal to a arduino ground pin.
Lefty