Let's see, currently listening to the Siouxsie and the Banshees' cover of the Passenger, always a good song. Not sure if that's in my top three, but it's a good song.
At the moment, I'm going to go with:
This Corrosion - Sisters of Mercy
Runs in the Family - Amanda Palmer
Infra-Red - Placebo
She's In Parties - Bauhaus
Yeah, that's four songs not three, and they are in the order I found them on my current playlist. Five if you count the Passenger, but I might go with Spellbound or This Wheel's On Fire over that. Orgy's Fiction almost made the list as well. That was a tough one not to include. Another tough cut was Find You Gone by Wolfsheim. There's also a fair amount of Rasputina on this playlist I really like, that I cut out, if for the history lesson alone, I'll point you at 1816, the Year Without A Summer. Off this playlist there's probably some Iron Maiden and Velvet Underground that needs to be represented. In short, three songs is not enough.