Brent,
   Given that...
You really have to match cardinality with distribution of values.
...sounds like hard work (well you actually have to think about it) and...
considering all the above cases, what should I conclude? should I have indexes on these three fields? Looking for a specific answer than a "depend on situation" kind of an answer.
Frankly I'd ask "Why shouldn't I be indexing these fields?" not the other way around, you said to consider a table with only a thousand rows right? Unless I'm missing something an index would cost a trivial amount of disk space. If the real case is 10's of millions rows then compared to the data set it's still going to trivial anyway. Just index everything and throw some more hard drives at it.

As someone else pointed out however there's plenty of comparative info all over the web let alone MySQL's own site, you could probably find some approximate numbers to play with out there.

Regards,
   Phil

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