Steel/Dragon/Flying is the only one that has no weaknesses.
Steel/Dragon is weakn to Fighting and Ground, and Flying resists both.
Steel/Flying is weakn to Fire and Electric, and Dragon resists both
Dragon/Flying is weakn to Ice, Rock, Fairy, and Dragon, and Steel resists all of those.
If Pokemon had 3 types, maybe there could be a Stee/Dragon/Flying Mega Skarmory design. (Or maybe a Mega Duraludon where they make it able to fly, like what they did with Mega Pinsir!)
Steel/Dragon/Fairy and Electric/Steel/Flying come pretty close, with only 1 weakness. (Steel/Dragon/Fairy to Ground, and Electric/Steel/Flying to Fire).
The worst triple type combination is Bug/Grass/Ice, due to the 8x weakness to Fire, followed by Normal/Rock/Ice with an 8x weakness to Fighting.