I did it with two strands of the double worsted, which is probably pretty close to three of the single. Came out fine. Not as thick as with three double, but plenty thick and cushy enough for me.
Also, on Ravelry, people talk about doing it with four strands of single, rather than three strands of double, if you really want it nice and thick. Especially with the Sugar 'n Cream, which IMHO, isn't as cushy as Peaches and Creme.