If fostering, I always take the biggest lamb unless it appears a bit slow or unhappy, as a rule I look for the strongest. If I am going to bottle a lamb, I take the smallest/thinnest. The bigger ones can then fend for themselves feeding off the ewe but I keep an eye on them. Then I can make sure I know what is going into the smallest lamb to make sure it gets all it needs. The smallest lambs can often be bullied off the teats by the bigger lambs, especially if there's not a lot of milk to go round. Plus, even though the powdered milk we use is very good, lambs always do better and finish quicker if feed on the ewe, so I like to keep the bigger lambs on her rather than set their growth back at all. I could be wrong, but that's just how my father, grandfather and great grandfather taught me!
But I only bottle feed if I honestly feel the ewe isn't coping, or won't cope a little later on. Most can cope with three as long as she feeds well and drinking plenty of water to help the lactation.