Unless it's like MDK 2 where you get to select who the hero of the day is and the other two end up as AI allies. Or perhaps all three have a final task that contributes to the demise of the big-bad.
Hmm, actually in MDK2 you select the hero only in the last mission. Before that you play one-by one, without chosing. During the last mission you only have a bit of AI help during the boss battle and it isn't much.
BTW, MDK2 was made by Bioware <img src="/ubbthreads/images/graemlins/smile.gif" alt="" />.