For me:
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Broccoli
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Carrots
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Onions (even if they make me gassy as a mofo)
I love American Chinese food and most of the dishes feature these three veggies so I always have a banger of a meal when I order.
Honorable mention to green peppers too, a very versatile veg that goes well in anything.
Celery
Green peas
Leeks
Celery adds great flavour to dishes, especially sauces, soups and broths when sauteed at the beginning, peas taste great with almost everything, and leeks are like creamier onions. Just remember to wash the leeks properly between all the layers though. The leaves of leeks and celery, which are often thrown away by many, can also be used to add a deeper flavour and pleasant green colour to soups and broths.
For three vegetables that go well together as a combination in one dish, the best trio for me has to be the French mirepoix or Italian sofrito of onion, celery and carrots. Sautee this trio for the base of any good sauce, ragu, soup or stew. Close second would be the Cajun trinity of onions, celery and bell peppers (if you count bell peppers as a vegetable), with garlic as the pope.