Can I set different passwords for different desktop environments?

Since the password to access the login is for the user, not the window manager it uses, I think your only options is create different users and set the default environment for each user.

I don't think this is possible without having different user accounts as well.

The login manager is what verifies your user account at login, it has nothing to do with the desktop manager. What you can do is have three different users with each having the different desktop environment set as default. Using Ubuntu One, you could even keep all your files in sync (or give each user rights to each others folder and use rsync, but Ubuntu One is easier).

EDIT: darent beat me by seconds.