No reason why there would be a problem if there is no dimming involved.
Multi way switches can be obtained at had or lowes.

I can not see what particular sconce you are getting so I am flying a little blind here. If there is any chance you are going with CF, and there are two or more lamps in one luminaire, try to get a switch that turns the lamps on and off individually rather than cycling through them like a typical luminaire designed for an incandescent 3-way bulb does. By cycling through all combinations every time you use the luminaire, you do excessive switching and that will age the lamps comparatively quickly.

Thank you both for your input!