I have a Sig 4*-40 ARF for xmas (after a summer on a TH trainer) but was starting to think a build would keep things interesting over the winter.

I had thought about the third plane being a Sig Mayhem 3D or U-Can-Do 3D but neither come as a kit.

SSE might be an option but I have not decided on 40 vs 60 size and SSE only comes in 40 (and what seems like a fairly small wing length).

So the question is what would be a good 3rd plane option but also a build first build option?

Having built a 4* I can tell you they are very straight forward builds. It's the first thing I built from a kit and enjoyed it greatly. The Great Planes Ultra Sports come in a 40 and 60 size. Goldberg Tiger 2 and Tiger 60's are also popular. Sig Mid Star, only comes as a 40 tho. I'd think any of those would be very doable, both in building and certainly flying. What kind of plane do you want?

Since you mentioned two 3D planes

Possibly something from http://www.ohiomodelplanes.com/models/index.htm

As I said, already have the 4* as an ARF, I do not want that as a kit. The Sig Mid-Star seemed a bit small (.35-.40 engine).

How does the GP Ultra compare to the 4*-40? Obviously, I would want something "different" and a step up in terms of challenge (i.e. 3rd plane). I had thought the Tiger was essential a 4*?
In terms of plane, I want more sport (aerobatic, 3D) vs scale...

Well in that realm the Great Planes 300S comes in a 40 and 60 size and reports state they are great fliers.

If you go to Tower Hobbies Website they have a link to a review of the 300S .60 size

The Sig SSE would make a great first kit and 3'rd airplane and would be my recomendation. It does only come as a .40 size though like you mentioned. You may want to consider the SSE anyhow. It's almost a "must have" airplane at some point.

If you really want a .60 size airplane, I suppose the GP Extra would fit the bill or maybe the Sig Hog Bipe? The Hog bipe builds similar to the SSE and 4* other that the extra wing and stuff that goes along with it.

The Ultra Sports are reported to be great Sport/aerobatic/pattern type planes. Mine is still in the box. It looks like a nice kit but is more "old school" in the way it is built than the SSE. Nothing wrong with that at all though.

Another option might be the GP Super Sportster 60. I built one and it is a step above something like a 4* in aerobatic performance but still forgiving to fly.