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There is no right answer for this because it's a matter of preference and the project at hand. But if it was one of those "desert island" type scenarios where you could only take three lenses, and assuming that the subject matter is people-oriented rather than landscapes or extreme sports or action sequences or any of the scenarios where much wider or much longer lenses would be more appropriate: I'd go with 24, 40 and 85 (I have taken a bit of liberty by mixing and matching between different manufacturer's focal length offerings here, since this is just a theoretical).
I personally would go 21mm, 35mm, 85mm but I would guess I'd be in the minority.