I wear all three too! I also wear a crucifix with the St. Benedict Medal incorporated into it, and medals of Sts. Francis de Sales, Maria Goretti, and Joseph.
I ran into fellow members of the Militia Immaculata, founded by St. Maximilian Kolbe, at the March for Life in DC this year. I got a whole bunch of Miraculous Medals which I keep in coat pocket, and have given away a few. St. Maximilian called them "spiritual bullets."
I understand your predicament with the tangling, Coleus. It happens to me too, but I still wear all of them. In fact, in this book of photography from "The Passion" that I got yesterday, there's a pic of Mel with the scapular and a couple of medals around his neck.