The way signal processing works is that the lower the note, the slower it's going to play the thousands of samples that are in the sawtooth waveform. One issue might be that instead of just hitting a lower key, you make sure that the knobs for Coarse pitch are all the way to the left (Midi Value 0 if you have an external controller). The problem that 3xOsc has, in my opinion, is that it sounds too thin sometimes.
One option is resample a reese from an analog synth such as an Emu or Roland SH201 into FL. I feel that any sound that's been through analog processing seems to have a noticeably "warmer" feel to it. But sometimes you need a sound of your own.
To make a real proper reese of your own you definitely want to do some frequency splitting. I posted a tutorial on how to do this in FL and/or Cubase (the theory is essentially the same, regardless of software) on the forum a while ago, and it's located here: http://www.newgrounds.com/bbs/topic/7923 47
Method #2 will both teach you more and is more CPU-efficient. I just like my method because I usually do stuff the hard way. :)
In terms of crafting your sound, there's a plugin I like to use called Filtrator, which is pretty much a distortion plug in with an LFO built in to it, so I recommend that. Any other tube distortion plug ins are nice to have in your arsenal, just in case.
HTH.
