I've had them, both as part of a couple inviting in a third, and as a person joining an established couple. The gender makeup does not matter to me.
When joining another couple, I try to make absolutely sure that BOTH members are interested, and I say no if it seems one of them is less interested. I also say no if I have any suspicion the relationship isn't happy or stable. If I know the couple is already part of a "lifestyle" community, it helps, because you usually don't last long in those communities if you can't be honest with yourself and others, or can't deal with your feelings in a rational or mature way.
Neopergoss, I'm sorry to hear your experiences haven't gone very well. Threesomes aren't easy (think of all the potential problems that can come up between TWO people having sex, adding a third is like adding an exponent) and they can be rough for a lot of reasons. Even those who go into them with the right attitude and intentions can end up with things very going differently from what they expected and/or with feelings and reactions that are uncomfortable. And in the end, they (and other temporary or permanent alternatives to traditional monogamy) aren't for everyone. If you've tried it and you didn't like it and you don't want to try it again, there's no reason to feel bad.