I had no problems at all with one external monitor, aside from BIOS output only ever going through the internal Intel GPU, so I couldn't use the console.
To get a 3rd working, I had to buy a second GPU (since there seemed to be no way to use the internal Intel GPU for X at the same time). So: 2 monitors with my original graphics card, 1 monitor with my new one.
This was then somehow incompatible with XRandR, so I had to set it to use Xinerama. GNOME 3 is incompatible with Xinerama, so I had to switch to GNOME 2 - or, to be more accurate, GNOME started up in GNOME 2 mode without giving me any indication why.
GNOME 2 was incompatible with all of the GNOME addins I'd installed. Also, it had a completely different UI. Like... completely different. And every time I launched an X11 program, it moaned on its tty about XRandR being missing.
All in all the experience was far from slick.
What I did on Windows: plugged 3rd monitor into socket for internal Intel GPU. Ticked box to say I wanted desktop on 3rd monitor. It worked.