you could try braising them with a little white wine, garlic and butter, a little veg stock if needed, and when cooked sprinkle with parsley and the frondy fennel tops. i've not tried doing this myself, but it might be good, i think jamie did something similar with just fennel.
or you could make a salad by just slicing the celery and fennel, then adding some griddled courgette slices, dress the salad with a little lemon juice or white wine vinegar, salt and pepper, and olive oil.
incidentally this could be made into a main course salad by adding a bag of rocket and some parmesan shavings or some crumbled feta cheese.
just as a side note, i know you're looking for side dish ideas, but with those three veg you could make a fab risotto, just chop the celery and fennel, reserving the frondy fennel tops. sweat the celery and fennel with some chopped onion in a little oil. then add the rice and white wine and procede as with a normal risotto, adding the stock bit by bit. add the chopped courgette about 5 mins before the rice is totally cooked (or longer if you like the courgette more soft). finish with lemon juice and a little zest, pepper, parmesan, butter and some chopped basil or parsley, sprinkle the dish with the reserved fennel tops.