Magento Theme layout consists of blocks. At base level of structural block, the block is divided into - 2 columns left, 3 columns and 2 columns right. These are also known as page layout. As per need, you can choose to have any one of layout for a page.

First determine the page that you want to change layout. For instance, say you are going to change layout of catalog page (or product view page) to have 2column-left layout. Here, we need to determine associated layout xml and page handle within that layout xml.

Let us assume that you are using custompackage/defalt them.

For product view, the layout is catalog.xml as you can see this within <layout> tag in config.xml (app/code/core/catalog/etc/config.xml). The handle is category_product_view, as the full URL of product is /catalog/product/view.

 So, you have figured out layout xml and handle, you can follow one of following three ways:

 1) Overriding catalog.xml:

Copy catalog.xml file (which defines page layout of category_product_view) from base package (app/design/frontend/base/default/layout/catalog.xml) to custom package (/app/design/frontend/custompackage/default/layout/catalog.xml). Open catalog.xml then search for < category_product_view > tags, you find this:

 <catalog_product_view translate="label">
    <label>Catalog Product View (Any)</label>
    <!-- Mage_Catalog -->
    <reference name="root">
        <action method="setTemplate"><template>page/2columns-right.phtml</template></action>
    </reference>
    .... more tags here ...
    .... more tags here ...
</catalog_product_view>

In

<action method="setTemplate"><template>page/2columns-left.phtml</template></action>

Simply change the 2columns-right.phtml portion to 3column.phtml

2) Using local.xml:

Add following lines of code in local.xml of your theme (app/design/frontend/custompackage/default/layout/local.xml) inside <layout> tag

<catalog_product_view translate="label">
    <reference name="root">
        <action method="setTemplate"><template>page/2columns-right.phtml</template></action>
    </reference>
</catalog_product_view>

2) By setting at global level:

It is least preferred method - set layout at global level for the project. This can be done by editing page.xml. As name suggest, it will apply layout to all pages in your project, unless there is override at local or module (handle) level (Not recommended unless you are full aware the effect)

Change this in your page.xml. i.e

<block type="page/html" name="root" output="toHtml" template="page/2columns-right.phtml">