i have three. intact girl, intact boy and a neutered boy. they aren't territorial with one another at all... my girl was here first and the others respect that. when i'm with either of the intact ones, the other one always tries to join in. most problems we have with this are centered around me not being able to oblige under certain circumstances. i mean, try to service anyone else with a 60kg caucassian shepherd on your back. the neutered one usually just watches or doesn't mind whatever we're doing at all... sometimes he tries to join in (dunno if it's the "sexual energy" or whatever affecting him sometimes) and the other boy doesn't really care, he usually doesn't try for long since he's neutered and doesn't have much to "put on the table".
we work like this for two years with only one incident. the intact ones fought over my penis (as "sexy" as it might sound to some, it really is not). i had to rip them away from each other, it happened only once and never again (not even growling) and i'm not really sure how or why it happened.
i don't have a favorite one, tho truth be told, my girl gets slightly more favors than the others... she's my very first dog.