I know I am not average in this respect and every patient is different, but in my opinion you do not necessarily need anesthesia if you only have 3 follicles. At places like New Hope they don't use sedation for cycles like the one you describe here, and I think BD also had a retrieval with a similar amount of follicles and just Valium and it went fine. I took an extra strength Vicodin and 1mg of Ativan orally for my last retrieval and had no difficulties whatsoever, and that was with 14 follicles showing and 8 eggs retrieved.
Of course, I was also lucky because Dr. T was able to get all those eggs and ended up only sticking me 3 times total! And that can vary from retrieval to retrieval, due to the position of the follicles and how close together they are--if he had told me it was likely he was going to have to stick me 14 times, I might have considered sedation. But if you trust your doctor to be very good at retrievals, then you might want to see how many follicles you get next time, and if there aren't too many and he thinks he can get them while sticking you a minimum of times, skipping the anesthesia and just taking some heavy painkillers and Valium might be an option. (Although again I cannot stress strongly enough that I am apparently NOT TYPICAL of most patients, so if you think being awake would freak you out or you know you have a really low pain threshold or whatever, don't do it.)
Also, I hope they don't end up charging you extra, I think that is ridiculous... I think the logic at some clinics is that having to retrieve more eggs is more work or something, but I think that's just a way for them to charge more it's not like most retrievals take 2 hours that would otherwise take five minutes if you had fewer follicles! And besides, he ended up not having to retrieve ANY this time, so it should all balance out, right?