You don't just need to replace #3 coil, you also must replace the #3 spark plug. If #3 is bad enough to know that it is bad, probably some of the other coils are starting to fail too. You really need to replace all the coils and all the spark plugs. The three biggest problems with driving with bad coils are:
1. You catalytic converters will be damaged and have to be replaced if you go long enough with bad coils.
2. Bad gas mileage.
3. Loss of power.