Everything seems to be working just great over here!
I have now the 3 internet connections working of a single pfSense router on a VM, and all with only one physical NIC on the computer. I have one connection for WOW, Warcraft3, Quake3, UT, Guild Wars, Warsow, and some more, another connection for BF2, Steam games, CS, TF2, and a third one with more bandwidth but worse latency for web, IM, and any kind of unknown traffic. I love it! :D
When I have the time I will take a look if it is possible for me to implement failover, so if one connection is offline traffic can be redirected automatically to another one, and I would also like to try to use pfSense on a physical computer, to see if there are good improvements vs running it on VM.
Many thanks!
Aitor