I believe that most (if not all) triplets are one set of identical twins and a fraternal sibling.
That is, triplets occur when: [ol][li]A woman releases two ova during ovulation.[]Both are fertilized (by seperate sperm, obviously).[]The parents say Hi! to Opal.One ovum splits, developing into identical twins.[/ol][/li]As you said, conjoined twins would develop if the split was incomplete. The third triplet, being from an entirely different egg and sperm, would develop normally. Becauseof this, it’s possible for a woman to concieve triplets, two of whom are conjoined and by one father, and then have the third concieved by another man! Now that’s a springing episode I’d like to see!