I have a similar situation in that I'm thinking of consolidating 3 shared server accounts into a single dedicated server account.
You don't mention what versions you're running, but here's what I've found.
* before trying to consolidate instances, upgrade them all to current version DNN - the portal export functionality keeps getting improved upon, and might help to ease the consolidation
* if any of them involve commerce, consider keeping them separate anyway, since commerce sites have unique needs that might also dictate having a unique IP for implementing some decent SSL
* if any of the are either relatively small (page count, etc.) or relatively simple (mostly text/html module), then bite the bullet and manually port over the stuff that doesn't export well. In the long run, you'll have fewer hours involved in current-version/consolidated-account upkeep than you probably would in manually porting over some content
Hope this helps.