A month or so ago, I removed the big (45 lb) triple stroller and its hitch from the back of my car & started taking the children on outings by myself without a stroller. This is a HUGE accomplishment for us. I had been very intimidated about trying this, as I am petrified at the thought of one of them getting away from me in a parking lot.
I contemplated "baby leashes." They actually even make a triplet version. Considering the lack of grace I possess, I was fearful this would result in a Mommy & 3 small children tied up in knots.
I also had read a seemingly great idea about having the children hold onto a rope with three knots in it (like some preschools do to teach kids to walk in a line.) Turns out that wasn't such a great idea for my trio. It might work for a lively game of Tug-o-war, but not to safely cross a parking lot.
So, now we walk the good old fashioned way, holding hands. I hold two of their hands on one side and the third in my other hand...and it seems to be working so far.
Side note: A few weeks ago I went on a mission to find rope that was fat & heavy duty enough for the trio. I found myself wandering around WalMart until I eventually found a kind, 70ish year old man working in sporting goods. I described the size rope I was looking for and explained that it needed to be thick, strong and able to hold knots. "What are you going to do with it?" he asked. "Well, sir, I have 2 year old triplets and..." His eyes got really wide and he interrupted, "You're gonna tie 'em up?"