Tom,
First of all, I am not a licensed electrician, so don't take what I say as gospel. If memory serves me, 14G is too small for a 20amp breaker. I would suggest, if possible, to swap the breaker with a 15 amp (no need for GFCI if just lights), then put the 3 500 watt lights on just that circuit. You should normally only load a circuit to 80% capacity, which on a 15amp circuit would be 1440 watts, which should be close enough on lights. The suggestion about not turning on all 3 at once, like having 2 on one switch and the third on a separate switch, is a good one. Depending on the temperature and type of light, they can have a bit of a surge on startup until things come to operating temperature.
Then use your 20amp GFCI for the other circuit that has your plugs and misc. lights. Double check me on the wire size, but I believe you will want to go with 12G on a 20amp circuit. If it's not feasible to change the wiring, consider dropping down to a 15 amp breaker.
There is an added advantage to using two circuits. Say you had your lights on and the tool you were using shorted out, popping the breaker. If everything is one circuit, you are left in the dark to figure out what to do. With two circuits, at least you should have light to see what happened.
Kevin