If I'm not mistaken, a complement is defined as the set of elements in one set that are not contained in a given other set. In your case, you have specified the 'other' set (the union of S1, S2 and S3), but not the 'one' set. As you phrased it, I guess that set must be $\mathbb R^3$. So, the complement is the difference between an infinite space and a finite space. That may be hard to visualize.
Let's try it with a few example sets.
You mention you have three separate RegionPlot
-s:
rp1 = RegionPlot3D[x^2 + y^2 + z^2 < 1, {x, -2, 2}, {y, -2, 2}, {z, -2, 2}];
rp2 = RegionPlot3D[(x - 1)^2 + y^2 + z^2 < 1, {x, -2, 2}, {y, -2, 2}, {z, -2, 2}];
rp3 = RegionPlot3D[(x + 1)^2 + y^2 + z^2 < 1, {x, -2, 2}, {y, -2, 2}, {z, -2, 2}];
Show[rp1, rp2, rp3, PlotRange -> All, BoxRatios -> Automatic,
Boxed -> False, Axes -> None]

These regions could have been combined in the same plot by using Or
(||
):
RegionPlot3D[x^2 + y^2 + z^2 < 1 ||
(x - 1)^2 + y^2 + z^2 < 1 ||
(x + 1)^2 + y^2 + z^2 < 1,
{x, -2, 2}, {y, -2, 2}, {z, -2, 2},
BoxRatios -> Automatic, Boxed -> False, Axes -> None]

The complement could then have been achieved using Not
:
RegionPlot3D[
Not[x^2 + y^2 + z^2 < 1 ||
(x - 1)^2 + y^2 + z^2 < 1 ||
(x + 1)^2 + y^2 + z^2 < 1
],
{x, -2, 2}, {y, -2, 2}, {z, -2, 2},
BoxRatios -> Automatic, Boxed -> False, Axes -> None]

Not very interesting. The `cut-out' is hiding somewhere in there. Let's try to visualize that using transparency:
RegionPlot3D[
Not[x^2 + y^2 + z^2 < 1 ||
(x - 1)^2 + y^2 + z^2 < 1 ||
(x + 1)^2 + y^2 + z^2 < 1
],
{x, -2, 2}, {y, -2, 2}, {z, -2, 2},
BoxRatios -> Automatic, Boxed -> False, Axes -> None,
PlotStyle -> Opacity[0.3]]

and removing the mesh:
RegionPlot3D[
Not[x^2 + y^2 + z^2 < 1 ||
(x - 1)^2 + y^2 + z^2 < 1 ||
(x + 1)^2 + y^2 + z^2 < 1
],
{x, -2, 2}, {y, -2, 2}, {z, -2, 2},
BoxRatios -> Automatic, Boxed -> False, Axes -> None,
PlotStyle -> Opacity[0.3], Mesh -> None]

Or just plotting half of the above space (leave away positive z):
RegionPlot3D[
Not[x^2 + y^2 + z^2 < 1 ||
(x - 1)^2 + y^2 + z^2 < 1 ||
(x + 1)^2 + y^2 + z^2 < 1
],
{x, -2, 2}, {y, -2, 2}, {z, -2, 0},
BoxRatios -> Automatic, Boxed -> False, Axes -> None]
