I usually write in third person, but last year I did one in a multi-first person POV, it had 3 POV characters in it. I think it came out pretty good. It needs loads of editing, but for a first draft it was pretty good.
Here is how I'm writing mine: Each chapter is divided into three parts; Basicly I've divided each chapter into three mini-chapters.the chapter starts out with a page from the diary of a teenage girl, but than in the second section of the chapter you see the same events unfold through the eyes of her father, and than in the third section the events unfold totally differanty through the eyes of her grandfather. Though each of the three sections in each chapter is telling the same story, all three are totally differant, because each character sees only part of the event and each character interprets the events differantly, so you are not actually reading the same story three times.
Of the books I've read in multi-POV, the ones that I was able to follow best, used only one POV per chapter (chapters tended to be shorter than average as well).
Another method I've seen that worked okay, was useing a differant font-type for each POV, but this is best done with a 2 or 3 character POV, because it can get confusing.
I have seen others that put a "seperating bar" between paragraphs that changed POV; example:
***
new point of view paragraph goes here
***
Basicly as long as the reader can tell which character's POV they are reading, it works okay. It's when you start changing POV in mid paragraph that starts getting confusing.
If you need to read a well written example, I'd recommend Ender's Game as a good example, it uses 3 POV characters.