Using 2 or more picklist fields with same values to avoid multi-select picklists

Hi,

I want to avoid using a multi-select picklist because of the related drawbacks, so I was thinking about using 3 picklist fields that all have the same values.  Say I want to be able to track Competitors at the Lead level and I was going to create Comp1, Comp2, and Comp3, and all three picklists were going to have the same values (40 or so).  Is there a way in real-time reporting that I could create a report with a prompt that would query against all three as if they were one?  Meaning that I would have a single picklist