Depends a lot on the scene. 3 images is just your standard bracket that's easy to use as an example in tutorials. You can use 5, 2, 4, 9, whatever. It really depends more on the exposure spread than the number of images you use. For outdoors, 3 images at +/- 1 or 2EV is often sufficient. For interiors with windows showing the outside, more brackets are often needed along with a larger exposure spread. I shoot from -4 to +4 for my interiors, and there are small cases where that's not even enough. Also note that the file type plays a factor - since you can get back more detail from over or underexposed shots in RAW than you can from a JPEG, a +/- 2EV spread shot in RAW will have a greater dynamic range than a +/- 2EV spread in JPEG.