I have been able to find two 3-sheeted coverings. For one of them, take a torus, and every third of the way around, attach a circle. For the other, take a circle, and every third of the way around, attack a torus.
The easiest way to prove that these are all the coverings should be to attack the problem algebraically. Covering spaces correspond to subgroups of the fundamental group, with the number of sheets of the cover being the same as the index of the subgroup. Therefore, we want to examine the index 3 subgroups of $\pi_1((S^1\times S^1)\vee S^1)\cong \mathbb Z^2 * \mathbb Z$, which has presentation $(a,b,c\mid ab=ba)$. I want to say that the index $3$ subgroups are the ones generated by $a^3,b,c$; by $a,b^3, c$; and by $a,b,c^3$, and that the first two yield the same covering space. However, I am unsure of myself here.