What ckcowl said. :thumbup:
Because if you do each border on its own, you will never get each miter to line up perfectly in each corner.
I'm not talking about matching the colors, I'm talking about the seam line.
And when it's off, it's totally noticeable.
If you sew the three border strips together and treat them as one border, yes, you'll have to carefully place/pin so the colors/fabrics match up in each corner.
But that's a much easier adjustment then lining up the seam.
IraJane posted this tutorial the other day.
I don't know if you have a prefered method for mitering already.
http://www.quiltingboard.com/t-159715-1.htm
I actually cut the miter after the borders are attached but there are many ways to accomplish the same task.
I love multiple borders.
eta: This method is similar to how I do mine (although the fabrics used don't really photograph well).
http://www.jaybirdquilts.com/2009/08...-tutorial.html
Here's one of the first multiple (four) mitered borders I did back in 2002 (the first pic):
http://www.quiltingboard.com/t-121803-1.htm#3209393