You don't have to replace all three if you can figure out which is the offending solenoid, that will save a few hundred. If you can check the transmission fluid level via the dipstick first though. Try checking on flat ground when the transmission is warmed up after a drive. If low, add more fluid. Also check the color of the fluid:
If fluid level and color checks out, the only thing left to do is to drop the pan and change out the solenoid. It's not hard, only one 10mm bolt holds it on. Worth cleaning out the metal filter (you don't have to replace, a good cleaning goes a long way) and clean off the magnets on the bottom of the pan. A tip to make reassembly easier: buy a cork gasket off Rockauto.com instead of using the goopy sealant. Less leaks and less mess.