As far as triple threats go, a few spring to mind immediately. There's Liza Minnelli, of course, and Julie Andrews, among many others. Above all, as far as I'm concerned, is Julie Andrews' Mary Poppins costar, Dick van Dyke. To be precise, he's actually a quadruple threat: he can sing, dance, and act, and, as it turns out, he's funny as hell (witness the entirety of The Dick van Dyke Show, many episodes of which are available to watch on Hulu).
Personally, Dick van Dyke will always remain one of my favorites on the strength of "Step In Time" alone:
I mean, really--he's simply unparalleled among physical comedians, which shines through in his elastic-limbed dance moves. For more evidence, check out "Me Old Bamboo" from Chitty Chitty Bang Bang:
Van Dyke is just fantastic. And the level of energy he sustains through these routines is astounding. How can you NOT admire such a showman?
Checking out episodes of The Dick van Dyke Show in my free time is one of my great pleasures, and I will watch one of van Dyke's films any time I get a chance. Mary Poppins is my favorite. Which is yours?