Rocky didn't really seemed to phased when I lost my other dog (she was young at the time and i'd only had her a few years).
I wanted to suggest that if you wanted to add, it doesn't HAVE to be a puppy either. A puppy may not be a great fit for your current two (puppies are a HUGE pain in the rear) but a young adult might be an interesting option. A breeder dog being placed (good breeders sometimes place non puppies, or if a dog was returned to them). Or adopt from a rescue (those that have dogs in foster homes can give you a good amount of info on the dog in a home setting nad you could have the dogs meet beforehand).