If I bought 3 thermostats and connected them all to my HVAC system would it cause problems? I am thinking the thermostats would/may give the HVAC conflicting info and because of that I would need a "zone controller". Any advice would be appreciated. Thanks.

You could simply wire everything up in parallel. That way when any one thermostat called for cooling, it would kick the system on. That way if it was hot in the living room, bedroom, or kitchen, that thermostat would turn on the system. As long as one thermostat was calling for cooling, it wouldn't make any difference what the others did. You could also wire them in series, so that the A/C wouldn't come on until all them were calling for cooling. If one was set for cooling, and the other for heating, you could easily end up running the furnace and A/C.

Zones are usually used without water systems where any thermostat can fire the boiler and start the pump, but each thermostat controls a valve to a loop covering that zone. I guess they can be set up to control dampers in a forced air system.