I did them one at a time. I knew for me that if I tried to give up everything at once, I would fail quickly at all of them. But I also smoked first thing out of bed in the mornings and all day. .. and my drinking wasn't much different. Plus, I was smoking a lot of weed as well. I knew I needed to quit all 3 but the idea of doing them all at once was far too daunting.
But in some ways, I think making multiple changes at once can make it easier. And if your brain associated smoking & drinking continuing one can make you think of the other.
I found that cold turkey was the easiest/best way to quit smoking. There is some good information in the nicotine/smoking part of SR.