Not really sure what you are getting at.
I don't see much if any point in using Ajax to "bring the forms in". Ajax may be useful to submit the data, though. I don't know if you need to submit the data as each form is filled, or only at the end.
I would just put all 3 forms in one document. They are small forms. Why make 3 trips to the server, when you can make 1?
You can hide/show them to the user one at a time. In order to do any fancy transition effects, both the "old" and "new" forms will need to be in the DOM at the same time. Just include them all in your document.
I know Jake will disagree with me, but I don't like calling documents "pages". I know it is common usage, but it is wrong. (Nowhere do the HTML defining documents call them "pages".)
It gets confusing when you start doing things like this. Because you might like to consider each of your forms to be a "page" yet is is not a document - it is just a part of a document presented to the user in isolation.
I know you've played with jQuery Mobile, and that REALLY muddies the issue, because JQM brings "pages" into the DOM from Ajaxed documents. Sometimes. Except when you use a multi-page document. ;)
For 3 little forms, it doesn't make much sense to Ajax them in. You aren't saving any resources, in fact you are probably burdening your server and the network more. (A tiny bit more!)