Coarsely chop hearts of romaine; shred radicchio; thinly slice endive lengthwise. Combine greens in a salad bowl.
Pour olive oil into a microwave safe dish. Add shallots to oil and place oil in microwave. Heat oil and shallots for 30 seconds on high. Remove from microwave and let stand 5 minutes. (Oil and shallots may be heated over low heat on the stovetop in a small pan for 2 to 3 minutes. Remove from heat and let stand until cool.) Pour oil and shallots in a bowl and whisk in 3 tablespoons balsamic vinegar. Drizzle vinaigrette over salad and toss to coat. Season with salt and pepper, to your taste.