For the entire time I watched 3rd Rock from the Sun, I never really thought about the names the aliens chose for themselves. They just seemed arbitrary. Well, Sally still does, but now, years later, it hit me that they were trying to pretend they were the same as every other Tom, Dick and Harry! - Sensei Le Roof
Mentioned in Alien Hunter:
Don: I just noticed that you're Tom, Dick and Harry.
Don: So, Tom, Dick and Harry. Like 'every Tom, Dick and Harry.'
Tommy: Well that doesn't mean it's a calculated attempt on our part to seem average.
There's a variation of that phrase that does indeed include Sally at the end.
An In-Universe example, from "World's Greatest Dick": Sally's expression when she accidentally discovers homosexuality, though she doesn't know what to call it, and realizes that Glenn was interested in her because he thought she was actually a man.