Yeah, a tag-team isn't anything unheard of, but three might be a bit of a stretch. If you're considering it, make sure it's something you're actually comfortable writing. Clans and battles would amount to a lot of people in the same place, which is hard for everybody if they have their own personalities. Minions or clones without much personality would probably be the only way having more than two characters would work. A group of two should be perfectly fine if you can establish personalities, though.
That said, I wouldn't suggest trying all sorts of crazy stuff like that when you first start out. One of my first few wRHG's had no physical form, and while I enjoyed the guy, it put me behind quite a bit in terms of character development, which in the end turned out to be one of my strong suits. But don't be afraid to try things like that either, nobody's saying your first wRHG has to be your only one ever, so go ahead and go for it if you've got an idea.