Certainly NOT the #3. That's a shade for general shop work like grinding or working in the sun, not looking at a plasma flame. I'd probably go for at least a #5 and maybe darker if I was cutting heavy stuff at higher amperages.

For specific guidelines for various processes and amperages, check the table on page 7 in the ANSI Z49.1 Safety Manual.  You can access it online at:

http://www.aws.org/technical/facts/Z49.1-2005-all.pdf.

The short answer is #5 for plasma cutting under 40 amps, #6 for 40-60, #8 for 60-80 amps and #9 for 80-300 amps, but you really should download the whole document and have it on hand for all the other valuable information in it.

Knowledge is power!