The Dypsis lutescens (aka Areca palm) will want as bright a light (direct even) as you can get, and still want more (these do poorly indoors due to lack of light and humidity). The Cycas revoluta (aka Sago 'palm') also wants a lot of light, too (direct OK, unless not used to it)… these do OK indoors if given a LOT of light (like under a bright skylight or in the brightest spot possible). The dracaena marginata does not care as much and will do well wherever.

Thanks for the advice! I put the palms all by the southern windows. Do I need to worry about the light becoming too intense as the seasons change to summer? I don't want to sun burn my palms.

Contrary to widespread popular belief, your south facing window will receive very little direct sun as we get close to the summer solstice. The east and west facing windows will get a lot of hot sun in summer. Many palms, but not all, crave sunshine, be advised that is detrimental to place a sun loving plant outside in a sunny location without first adapting that plant to outdoor air and sun. Plants need a week or two in dappled sun, or bright shade before being placed in direct sun. To do otherwise is to risk a disfiguring sunburn.