The other two most common are END and YOU.
One of the key factors in games like Scrabble and Words With Friends is called rack balance. You want to keep the letters R-A-T-E-S in your rack because they are the most common letters and will help you form bingos more easily. Playing three-letter words, such as 3 letter words with Z or one of the 3 letter words with Q, is a great way to get "nonbingo" letters out of your rack with the ability to get better letters into it.
Some of the three letter words with Z include AZO, ZAP, ZIP, and ZEN, among others. There's a neat little word, too, in ZAX, which is an AX used to cut roofing slates. The X is the best hooking letter in the game, and if you can score it on a triple square of some sort, you can score between 62 and 70 points for a three-letter word! Some bingos don't score that well.
When it comes to 3 letter words ending in Q, there is only one: SUQ. There are only three 3 letter words ending in J: HAJ, RAJ, and TAJ. The J isn't quite as powerful as the X because it's tougher to hook, but these 3 letter words ending in J will help you score fairly well and maintain rack balance.
Of the 1,065 3 letter words, most are mundane, however. Even so, when the board is tight, three-letter words are sometimes your best play, particularly when using up possible space to keep your opponent from being able to play a bingo. Knowing all the 3 letter words with Z and that the list of 3 letter words ending in Q is just one word are two key skills in tight games.
That's easy. It's THE, which also happens to be the most common word in the entire English language!
The Official Scrabble Player's Dictionary, Volume 6, lists 1,065 three-letter words.
There are just four: QAT, QIS, QUA, and SUQ.