...You know it's kind of impossible to use three separate characters as your main.
Since a main is who you mainly use dividing it into three completely separate sections means your not using mainly anyone. It would be more accurately to say you have 3 2nds then to say you have three mains.
By not having a main means you will develop slower then everyone else who does and thus will remain unskilled longer with the characters you use.
By the way asking the community to make such a personal decision as who you should use is kind of pointless as everyone is looking for different things and no one character plays similar to another in Brawl or even have the same feel.
I recommend going though the whole roster and playing a few rounds with each if you like the feel of the character use them if you don’t then don’t. Don’t worry about tiers or who is used the most what you should care about is will you enjoy using them to win.
Edit: ...Main Sheik/Zelda
Sheik can do true constant hit combos on everyone in the roster and once they reach around 100% switching to Zelda almost guarantees a kill when you hit them. Sheik is also very skilled in the art of gimping and is easily up in the top five in ability to stop her opponent for returning to the stage.
Watch this video it does a good job showing just a part of Sheik power.
http://youtube.com/watch?v=F82clXzuxTo