Regarding Mac OS X - forget it, you'll have to buy yourself a Mac if you want to run Mac OS X.
So that means that if you intend to install the Big 3 (*nix, Windows, and OS X), you'll have to get some sort of Mac.
As for installing multiple operating systems: my recommendation is that you always install Windows
before *nix, because the Windows installer tends to wipe out the Master Boot Record, which is what Linux uses to install its bootloader (GRUB/LILO).
So to summarize the steps:
- Wipe hard drive
- Create parititions while installing each OS small enough so that there's room left over for your other OSs
- First install Mac OS X (if you're using a Mac)
- Install Windows
- Install *nix
Lastly, GRUB or LILO which is installed by default whenever you install Linux allows you to boot any of the operating systems residing on your system, which is another reason to install Linux last (if you don't, the GRUB installer will only detect Linux).