to answer your question ... if you want to take COMLEX 3, you need to have passed both COMLEX-2 CE and COMLEX 2-PE.
If you want to take USMLE Step 3, you need to have passed both USMLE 2-CK and USMLE 2-CS (their version of the PE exam).
Of course to get permenant licensure, you need to finish all 3 series of either USMLE or COMLEX. So either way, you need to take some standardize patient exam.
Be aware that there are several states (California being one of them) that REQUIRES completion of COMLEX if you're a DO if you want to get a license. The USMLE will not satisfy the CA Board of Osteopathic Medicine requirement.
Edit:
Arizona requires COMLEX if you are seeking initial licensure OR if you've taken Step 3 of COMLEX within the last 7 years. You
may get away without comlex if you try licensure by endorsement route and have been in practice/training for more than 7 years and hold a valid license in another state ... but contact the board to be sure
http://www.azosteoboard.org/
Florida requires COMLEX for initial licensure (along with an approved AOA-internship OR if the FL osteopathic board approves your internship). For licensure by endorsement, Florida REQUIRES COMLEX. From their website:
NOTE: The Board does not consider the USMLE or FLEX exams to be comparable to the NBOME. (the bold is actually from the website)
http://www.doh.state.fl.us/mqa/osteopath/os_lic_req_end.htm
Michigan Osteopathic Board specifically request scores from the NBOME in their application material.
http://www.michigan.gov/documents/mdch_osteo_app_pkt_86495_7.pdf
These are just some states that require COMLEX (listing is not comprehensive) ... and since you have to take COMLEX 1, 2 and 2-PE anyway while in school ... why not just take COMLEX 3 and not limit yourself in the future (and if you want to take USMLE 2-CE, USMLE 2-CK, and USMLE 3, no one will stop you)