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You can use all three tools without penalty or issue. There's absolutely no reason for a search engine to levy a penalty on a website that uses tools that has no direct effect on the website itself (i.e. these tools aren't altering your code or using "techniques" to manipulate the search results). These tools are just informative. Nothing nefarious about them.
Not only can you, but it's my opinion that you should. Each of them offer their own variation of information. The biggest benefit is you'll be aware of any problems with a particular search engine by using all three (i.e. maybe Bing encounters an error crawling your website, but Y! & GG don't). The exception being that Yahoo! has switched to Bing search results, but their crawler is still chugging along.