Funny, we are almost the same. We have twin girls that will be 2 in Feb, and a boy that just turned 4. I can get my parents to come and stay the night about twice a year. Lately my wife and I have been taking our vacations with our own friends...she went to New York City in October, I'm going to Whistler in Feb...I think I win.
Most definitely you win. We sometimes do separate vacations but luckily she likes skiing so this is something we can do together. It's a good thing too, since I burn up my "alone" time in the fall hunting and fishing.
We were lucky enough that when the boys were first born we were able to live up in Manistee for a year while I telecommuted to work. It cannot be overstated how nice it was to have family around that first year.
We're hoping to go out West to do a family ski/snowboard trip in a couple of years when the boys are a bit easier to manage. We've had our daughter out skiing a few times and she's already getting the hang out it. It'll be nice when everyone can go I think.