I think three is an especially difficult age for parents of extremely precocious kids, because by that point, it's pretty clear that problems and tough choices are looming ahead, and yet it's a little too early to take action on a lot of them. I remember feeling a lot of anticipation, anxiety, and defensiveness when DS6 was that age.
However, I'm also a big planner, so I actually took a big leap and registered my son for a private kindergarten at age 3 1/2 (to enroll the following fall at age 4 1/2). I found that making that decision, which probably could have been delayed for at least another 6 months, bought me a great deal of peace. Simply having a plan gave me confidence that we could deal with whatever was to come and communicated to other people that we had things under control. Fortunately, our plan worked beautifully and DS6 has had a great experience at school.
If it's too early for you to start planning kindergarten, maybe at least having a clear plan for preschool will help you and others relax for now. Even if that plan changes later, simply having a plan can buy you some breathing room. Letting people know that you have no idea what you're going to do only invites more advice.