I have three main options for transporting the triplets during outings.
If we are going for a walk around the neighborhood, I prefer to use our Triple Radio Flyer wagon. Right now the babies are small enough to lie down with support of blankets, though before long they'll be able to sit upright in it.
If I go to a place where I want to easily take the babies out (i.e. to feed them, lay on a blanket, etc), I use the double stroller. James gets a seat to himself and Amelia and Madeline share the second seat. At three months old, the girls are just now outgrowing this set-up. The downside to this is that people feel the need to touch the babies when they are out in the open like this.
If I'm going shopping, running a quick errand, or don't want to wake sleeping babies, I use the Double Snap-n-Go and put one in the Ergo. This is by far the fastest, easiest, and least conspicuous option.
I ordered the Foundations Quad LX stroller over the weekend to use as an alternative. (It should arrive next week.) I'm excited to be able to offer a stroller where Jackson can sit down as well. This is the stroller I expect to use until the triplets are 2-3 years old.