For managing the movies I own or want to see, I use DVD Aficionado.
There are also lots of sites with large movie databases, but for that you can't beat IMDB itself. (It has an owned list, a wish list, and just about every movie ever made, but it doesn't have anything for music or books.)
Since you specifically asked for one site to handle all three though, my second suggestion would be GuruLib. Although a bit more rough around the edges, it functions quite good using what seems to be the Amazon Product database for item search. (However, I'm skeptical of any site which doesn't make it clear how to export your collection, so proceed with caution. I had a tough time finding a site which does all types of content and also supports exporting to other formats/platforms.)
Lastly, worthy of mention is Delicious Library, a tool which you can use to quickly scan barcodes on backs of DVDs, music albums and books to create your digital library. I have not used it personally, but have heard good things.