"Three Magi" is a bit vague. Since the 7th C. they have been known as Caspar, Melchior and Balthasar. These names are obviously not authentic Persian. Also — what kind of magician would worship Christ ? Simon Magus was a 'baddie' in the Bible — hence, you can be sure he was a magician. :) --- merlyn?
This is just a chart. "Magi" was a very specific term for a class of Median (or loosely, "Persian" since who knows who a Mede was?) priest-kings-astrologers-magicians. This is where we get our word "magician" from. "Wise man" means the same thing, as it is the archaic word for "magician." They saw a star while they were "in the east." Early church fathers talk about astrology in a positive way. Some of the early saints experiences would amount to what we today call "magic." The magi were Mazda Yasnis, ancient Zoroastrians, the haoma-drinkers. See, it all interrelates.

It seems to me that it is likely Christ's 'back story' was invented by the church. deleting 'three magi'