For me, the images look better using 7 at 1EV than they do if I drop four of them in between. If you only have the three to work with, you'll never know what you're missing It's nice to have more range and brackets if it's a very high dynamic range image, especially if the sunset or bright sky is a part of the image, but I don't think it's a big compromise. I often take 9 and end up dropping 2-3 of them... and when I take 7, sometimes drop 1-2.
The +/- 3EV gives you a pretty good 6EV AB range... and since the camera has excellent dynamic range anyway, just use RAW images and you are 95% there.
I you're really set to get the best possible HDR images possible, what you may need to do is use a tripod and manually adjust the exposure and shoot as many as you need. That's what Canon shooters need to do, as they only bracket three at +/-2EV. The pros who do HDR will usually want more range and more in between shots. The images tend to be much better with a tripod actually, although we all want to just handhold and fire away, and use the alignment in Photomatix to pick up the slack. The image quality goes up quite a bit using the tripod for many reasons.