I received my Galaxy S3 yesterday evening from a store on Amazon and got it rooted and running CyanogenMod 9 in a few hours, it's not that difficult, really. The one annoyance I ran into... society mike... is that whenever I would try to go into Recovery, using your instructions, it would always reboot into Android Safe Mode.
I had to keep restarting the process.
What I figured out was that if I continued holding the Power button down for a little while, along with the Vol Up and Home button, it would stall the process and after releasing the Power button (but still holding Vol Up and Home) the phone would vibrate sequentially. While continuing to hold the Vol Up and Home buttons, I pressed the Power button and it opened to Recovery.
Maybe this is exactly what your instructions describe, and I am just misunderstanding, but maybe clarifying this a bit more would help others in the future. Regardless, thanks! Ready to spend the next couple of days being completely distracted by my new phone!