Messier, Leetch, Richter?
That wasn't even the best "Big 3" Messier was a part of. Gretzky-Messier-Coffey.
Ever? Off the top of my head:
NBA: Kareem, Magic, Worthy.
MLB: Ruth, Gehrig, Lazzeri (ok, the 3rd's a bit of a drag, but Ruth and Gehrig are the best big 3 by their lonesome. If you want more from the #3 guy, I guess Mantle-Berra-Rizzuto/Ford or Jackie-Snider-Campanella)
NFL: Montana, Rice, Lott
NHL: Gretzky, Messier, Kurri/Coffey
MLB: Cabrera, Fielder, Verlander
NFL: Watt, A. Johnson, Foster
NHL: Toews, Kane, Keith