Ensuring common ground in a circuit with several voltage requirements
I think it partly depends on whether this is a "home" project or for a commercial product.

The "easiest" answer would be to have a single 9 V input, and then use linear regulators to take that down to 5V and 3V separately.  However, using a linear regulator to drop 5.7 V @ 1.2 A is going to dissipate nearly 7 W of heat, so you're going to need a serious heatsink, not to mention it being hideously inefficient.

For the "easy way out", use a transformer with a centre-tapped secondary (or two secondaries connected in series, but make sure you connect them up the right way around), so that you get (for example) 0-6-12 Vac outputs.  You can then use the 12 Vac winding to produce your 9 Vdc output, and the 6 Vac output for the 5 Vdc and 3.3 Vdc outputs (with the usual bridge rectifiers, smoothing capacitors and linear regulators).

For the "right" (IMHO) solution, have a single 9 Vdc input, and use two switching regulators to produce the 5 Vdc and 3 Vdc supplies.  Perhaps something like the ADP2302 from Analog Devices.  If the current draw on your 5 Vdc rail is low enough (say &lt; 250 mA), you could get away with a linear regulator here.