Wow. the Gen IV and V trios are out of the question because they are way too similar. Think about it, in Gen I, the birds were three completely different pokemon with creative designs. Same goes with gen II and III. But then, in gen IV, they created the lake trio. Ugh. They look like the exact same pokemon just with different coloring... And, OMFG, they are all the same type. *faints*
the Kami trio. Hmm... Are you sure they are not all the same pokemon sprite, just with different tails and coloration? Oh, that's right, they are! Yeah, that's not a good thing. There was absolutely no creativity involoved in making these guys. Guys? Oh that's right they are ALL MALE. *faints again* And what's up with Landlos? His number in the pokedex is so far away from the other two, he's not dual-typed, and he has a completely different moveset from the other too.
The musketeer trio. I don't know anything about them, but based on what i do know, they don't seem to be related in anyway, besides the fact that they are all dual-typed fighting pokemon... But i really shouldn't be judging them since i know little to nothing about them, so...
tl;dr My favorite trio is the legendary golems.