Hi,
I have 3 shadow priests, too.

My macro system is quite nice, but I'm still working on it.

You have to be in group with the 3 chars. Just invite them with a macro on your first char (don't forgett to change the groupsettings to free 4 all, it makes looting a lot of easier!):

/inv char2
/inv char3

Then you need the "Accept"-macro on all 3 chars:

/script AcceptGroup();
/script AcceptQuest();
/script AcceptTrade();
/script RetrieveCorpse();

With this, you can accept the groupinvite, accept questsharings, and a lot of more things.

Now I have these macros (They only work if you are in group with your chars!):

/focus char1

/focus char2

/focus char3

Replace char1, char2, char3 with the names of your chars. With these macros you choose your main char. If he dies, you can immediately choose another main char, and continue playing in his window.
Also for looting quests you can choose the character, who has to loot the next 60 items, so you dont have to switsch from the mainchar-window to the altchar-window to loot, and back to the mainchar-window.

Now here are my dmg macros:

/cast [target=focustarget] attack

Replace attack with every dmpspell. All chars now fire mindblast or whatever on the target of your main.

For heal/dispell/buff macros use this:

/cast [target=player] buff

Replace buff with the spell you want to cast on yourselve. Here I'm thinking of improving it. You have 3 chars, you have Shift, Ctrl and Alt. 3 chars, 3 modifier. So if you just want to heal one of your char without switching to his window, you could press Ctrl+4 to only heal your second char.
It would look like this:

/stopmacro [modifier:ctrl]
/stopmacro [modifier:alt]
/cast [target=player] buff

Now a important part is the following. Just use this line:

/follow char

And all chars are following your main char. (Also if you change your main char, it always works!)
Dont forget to press your following-macro again after mindflay (or how it is called in english *g*)

If you don't know how to set up macros, or you want to build your own macros, see this page, its quite nice.
Also you have to use keybindings. I prefer TrinityBars, because you can easily set up keybindings with just one click.
The rest of multiboxing should be described enough in the stickies.

Here are my keybindings I'm using at the moment (notice I'm currently only Lvl 29):

C is my following macro,
# is my invite macro,
. (the big blue +) is my accept macro,
F1-F3 are my focus macros.
(F4 to target the mainchartarget with all chars, usefull if someone looks at you but has your toon in his target, so press F4, and this toon will target him, so he notices, that you look at him, too *g*)

I hope I could help you a bit, and my english wasn't too bad *g*

Merry Chrismas to you and all multiboxing people, in 7 hours I get my 8800 gtx