I guess I lucked out. My wives love each other deeply as I love each of them. We often joke that if one of us wasn't around, the other two would carry on. (Not that we EVER want that to happen)
As far as the affection goes, because everyone knows about us we don't have to hide anything when we're out. When I look back to when our gf came to live with us, I can't think of any akwardness. I think it helped that my wife and I had been together for so long, and were so solid in our relationship. It was a pretty seamless integration.
We all sleep in the same bed (Thank God for King sized beds!!) and share every aspect of our lives. We each get alone time when we can and no one feels neglected in any way. (Wife leaves earlier for work so the gf and I have alone time...gf gets home from work later so wife and I have our time, and when I work late the girls have their time)
I think the biggest piece to any aspect of the Poly lifestyle is communication. I talk about that all the time to my monogamous friends who inquire about our lifestyle. Without completely open lines of communication, I doubt anyone can have a successful Poly relationship.
Live life to the fullest 'cause you never know if you're gonna wake up tomorrow!