I am connecting 3 accelerometers to an arduino mega. I have everything except how to connect them to the 3.3v pin. I know that I can just connect the 3 of them to the same ground pin but I have been told I can't do the same with 3.3v pin. Can anyone tell me what is the best way to power them from the arduino mega?
You can connect all of them as long as the total current draw is not over 50mA as described here. If you need more than 50mA, you need to create your own 3.3v supply or use something like a breadboard power supply for instance (keep in mind to make a shared ground line).