I have the same issue with my bathroom. My preference is for separate switches. Mini-switches are also an option (two switches in the space of one if you don't mind them. See my thread (link below).

Here is a link that might be useful: My switches and vanity thread

You didn't ask, but I am wondering why you have dimmers on all three sets of lights? My guess is that you will keep the vanity sconces, and the tub can lights on full blast most if not all of the time. I can see using a dimmer on the fan light, as that could end up working like a night light. More important that a dimmer, is a timer for the fan. Have you got one?

This probably won't be an option for you, but just throwing out there what we did in a very similar scenario. We had the light on the fan wired separately from the fan (DH is an electrical engineer, so he did it), and wired to switches on either side of our bed. This serves as our night light. When one of us needs to get up in the middle of the night, in the dark, we just hit the bedside switch, and the BR fan light goes on. The fan itself is on a timer switch in the BR. Never thought of it till now, but I could use a dimmer switch on one of them (You can't have two dimmer switches on the same circuit), as I do find the fan light is almost TOO bright!

We had a dimmer on our old bathroom lights and never used it. We did a similar set up to Raehelen above. We have three switches.
Vanity and overhead lights are on one switch. When I am in front of that mirror I want full lighting. The light over the shower is on a separate switch. Fan over the shower is on a timer switch.

We discovered that in the middle of the night you really don't want to turn on BRIGHT lights just to pee. So we use that second switch to turn on little LED light over the shower. It is over in a corner and gives just enough light in the bathroom for those nocturnal visits. The switch for it is lighted, so it is easy to spot in the dark.

-Babka

My recommendation is to go with seperate. My bathroom came with lots (separate lights switches for the vanity, tub, shower, overhead, toliet room) and I've grown to appreciate the options. We only have a dimmer over the tub, which is nice, but with our configuration it wouldn't make sense within the shower or at the vanity.

I vote for separate controls.
As far as hooking up a nightlight, we found a light switch by Cooper that has a night light in it and it can even be dimmed. It is the best nightlight ever!