I'm just replacing a broken 3-way fan switch (in the housing not the wall) which I took out last year. In replacing the switch I have a black, purple, brown and gray. All wires but gray are acounted for. It's the gray I have a question about. There are two gray wires nuted in the housing. Should the remaining gray from the switch go to the nutted gray or the 3 white neutrals? Thanks

It should go to the two nutted greys, I believe.

http://www.ceiling-fans-n-more.com/ceiling-fan-pullchain-replacement-and-repair.php