I've done pretty much every instance out there with 3 mages. Being the guild leader it helps but.. I usually only bring all 3 when we can't fill the spots or we need dps.

The latest encounters have been Karazhan, most bosses aren't an issue with 3 but some of the most difficult fights you'll find when playing more than 1 character are Thaddius and the guy in Naxx who makes you dance dance revolution around the poison waves.

There is only a few bosses in Karazhan I haven't done yet but most are simplistic.