Partitioning:
Use GPT, not MBR.
Data - biggest. Use HFS+
Linux - 20GB or whatever. Use HFS+
Windows - 20GB or whatever. Use FAT32
Mac OS - 20GB or whatever. Use HFS+

Not sure if the HFS+ business is needed, but it *does* make Windows see that partition as C:

Install Windows first. Do a full format of C: using NTFS. Quick formats and convert operations seem to fail with "Disk Error" on setup's first reboot.
On first reboot, hold down Opt and choose the windows HDD, not the CD.

A BSOD greeted me this morning, so I held the power button until it powered down, then restarted it. Windows setup seemed to start over again, but when it finished and rebooted, everything came up OK (although it didn't like the CRT, so I plugged in an LCD, adjusted the res to 1024x768/16bit and shut down. Connected the CRT, booted up and set the res for the CRT). After a whack of updates, things appear to work fine. Reboots in to Windows every time.

Booting to external drive I notice that the Windows partition does not automatically mount, and shows up in Disk Utility as "/dev/disk0s4".

NetRestor-ed the Mac OS partition, restarted, and the Windows partition mounted as "Untitled" - I can change that from insode Windows, but not from Mac OS.

Next, we install the Hardy Heron.
Ran the graphical installer, chose sda3 as the install partition (set it to ext3 and mount point "/") and set GRUB's install location as /dev/sda3 (if you don't do this it will install on the MBR - a bad thing). I believe that if all goes well, and I am able to boot in to Windows and Mac OS, I'll still be unable to boot in to Linux without something like Bootpicker.

The Ubuntu installer will warn of dire consequences if you install without setting up a swap partition. Ignore these warnings. When you boot in to the OS you can build a swap file, per these instructions. In short:
====================================================================================
Create the swap file
sudo dd if=/dev/zero of=/mnt/onegig.swap bs=1M count=1024
Format the file
sudo mkswap /mnt/onegig.swap
Add swap to running system
sudo swapon /mnt/onegig.swap
Make the change permanent
sudo gedit /etc/fstab
add this: /mnt/onegig.swap none sw 0 0
to the end of the file
Save and reboot
=====================================================================================
For some reason the fresh install of Hardy (Alpha 3) screwed up the network setup, resulting in a "Failed to initialize HAL" error. I noticed that the /etc/network/interfaces file had no entry for eth0, only lo. I added this:
auto eth0
iface eth0 inet dhcp
ran this
sudo /etc/init.d/networking restart
and away I went. That should sort the no HAL problem.
Next, installed about 300MB of updates.