M.J.
We have to stagger bedtimes especially for the 3 year old as he will keep the other two up (I have 3 sharing a room). So the 3 year old goes to bed a little before the other two. The older two are 9 and 5 and they do ok with just going to sleep otherwise I would put them to bed at different times.
Also make it sound fun. My kids are so used to being in the same room, I am afraid when they get their own rooms, they will be scared of sleeping alone.