Personally I wouldn't have a threesome with someone I was in a loving relationship, the reason being the problems you have listed. The threesome is all about lust, hence why most are unplanned whilst drunk. They're still great tho :-)
The problems you people have when (or because) you get drunk! Always makes me wonder why the he|| people feel like drinking to begin with. You wake up regretting what you've done, or not even remembering what you've done, have a major hangover meaning you waste more time of your life, feeling sick. Plus it costs you a fortune. I never got the appeal of that.
As for "it's just lust". What's the point? You trying to tell me that with your own partner you'd never feel lust, only tender loving care and romance?
There's nothing wrong with lust.
@ KLC, you said women generally want a relationship. I concur with that :) Not with the last part of your statement though, that one will walk of with the third party, or something like that.
And again, couples should only do threesomes if their relationship is rock solid, otherwise it is indeed asking for trouble.
KFC may be protesting a little too much. (Wink, Wink)