Hmmm....I'm thinking about this. First off, does the 3 year old have anything resembling a schedule? I would think that if he/she's got something close to a schedule that works for you then I would leave that as is and work with the others. If you're dealing with a lot of night wakings or something similar, maybe start there.
On the other hand, anything that needs to be changed with the 3 year old will probably take the longest so in that regard I might start with your 14 month old and/or your infant. At 4 1/2 months, the infant will probably be the easiest to get on track, though it depends too on their personalities.
What I'm going to do is ask some of the other mods with experience with more than one child to look at your post and see if they've got any ideas. In the meantime, if any of them have anything resembling a schedule could you post that to help us out? Also, are there any issues that you'd really like to resolve sooner than later (lots of night wakings, eating issues, napping issues, etc?). That would help too.