A lady named Tammy makes custom couplers with nice swivel couplers that prevent them from tangling. She basically took my information and made what I needed. You can pick any color or combination of colors and width of straps. They are very strong. The leash comes with them too for that price! Her ebay name is tjs1962. Here is a sample listing:
3 DOG COUPLER LEASH 3/8"X 5' NYLON SWIVEL SNAP EACH END - eBay (item 130397765478 end time Jan-29-11 20:48:22 PST)
She had to me in just a few days and the quality was great! I could not believe the price -- $17.99 + Free shipping for a tripler (3 dog coupler) and leash in my choice of color & width. She actually made one of mine a little stronger for my Jack Russell. She adjusted the lengths too so that it works just right with one dog being a little larger than my yorkies.
I use mine with their harnesses and have never had a problem with any of choking as nothing touches their throats. I color coordinated with my harnesses too so it looks like a whole matching set.