OK..
First, this is my setup:
http://www.youtube.com/watch?v=s7GeaaCmh3k
1.Having 3 monitors rocks, there are no problems with games that use only one screen, the game will always run on the monitor that you have selected as your "primary" display. The other screens will keep whatever they had before you ran the game, of course if you move your mouse outisde the game it will minimize and some games just dont recover after that.
2. Not all games work on 3 screens, specially with ATI... here is why: what im doing right now to play some games on 3 screens is using a software called SoftTH that divides the frame 3 times and throws each frame to each port on your video cards, it works on some games but others just dont like it... if you really want to play a LOT of games on 3 screens you need to get Matrox's Triple Head 2 Go which is an external device that goes connected to your video card and it drives 3 screens. BEWARE THOUGH, i was really excited to get my TripleHead 2 GO to finally play tons of games on 3 screens but BAAAM, it doesnt work too well with ATI video cards, so i just gave up on it until i change my Rig to use an nVidia video card.
3. my advice would be to spend on the screens and a good nVidia card and then save for a TripleHead 2 Go, of course this is from a gamers perspective, for normal usage, ATI is just fine with triple screens, i have a 4870x2 and a 3870 and they work indepent of each other...
If you have any questions, let me know...