Nothing wrong with directly connecting them to the PSU as long as you don't mind them running at full speed all the time. It's likely that you have one fan cooling the electronics, in which case it can be wired directly to the PSU, so it is always cooling the electronics. The other two fans (hot end thermal break cooling and print cooling?) can either be wired directly to the PSU to be on all the time, or can be wired to something like
this or
this to be firmware controllable. Or an even simpler solution
here (this would work with RAMPS just as easily as with the Sanguinololu).