Technically, choosing a response as an answer does two things:
- It recognizes a particular answer as particularly helpful or worthwhile.
- It marks the question as one which has been answered.
If you've received multiple good answers, I don't think the site benefits in particular from you choosing one as "the best." If there's one that stands out, then definitely accept it. But if there isn't, you can accept one, but it's an arbitrary distinction and doesn't actually do much.
Accepted answers show up first, and therefore get more attention. Without an accepted answer, it's usually the highest-voted answers that show up highest -- which, when you can't decide between multiple answers, is pretty OK. If you have some particular case, where there's a high-voted answer you really don't find helpful, then that's a good reason to accept one of the others -- to signal which of the high-voted answers was actually helpful to you.
Accepting answers is a nice tip to the answerer. It gives him or her more rep. It might advance him or her towards badges. It lets him or her know s/he was especially helpful. Even if in a particular case you have zero preference between several great answers, it's nice to give that to somebody -- and if we do that, then over time, everybody benefits more than if we wouldn't accept an answer in such cases.
None of these are reasons to accept an answer you're not satisfied with. You don't particularly want to single out an answer that's OK but incomplete; benefiting one member is less important than representing which answers are genuinely helpful; you're better off leaving a question that's still unresolved as actually being unresolved.
In the particular case of "I have three great answers, and they're all equally good," the difference is relatively small. It's the small nuances of "one member got a benefit," of "the question is marked as answered" (in addition to being, presumably, upvoted and with multiple answers), of "my accepted-answer rate went up a tick."
It's your call, and I don't see any issue with not accepting an answer. But if you can identify a preference, that's probably even better :)