They are all part of the Calpurnian family, which was very influential well back into the Republic. The family held many consulships in the 1st and 2nd centuries BCE, and they continued to be a powerful family well into Imperial times. Here's a link to the Consular records, which shows just how many consulships the family held. http://en.wikipedia.org/wiki/List_of_Repub...n_Roman_Consuls
If you want to read more about the guys you mentioned...
The first Piso, Gaius Calpurnius Piso, who led the conspiracy against Nero, you can find in Tacitus' Annales Book 15 (especially, 15.48-15.65).
The second Piso you talked about, whom many people suspected of killing Germanicus, can be found in Tacitus' Annales mostly in books 2 and 3 (especially 3.7-3.24).
The last is Gnaeus Calpurnius Piso, who was sent to Spain to try to keep Pompey's influence over the region in check. Pompey's supporters killed him there in 64 BCE. This man's son, also Gnaeus Calpurnius Piso, is even more interesting (and not as unlucky as the other Piso's you mention--haha). He sided with the Pompeians during the civil war but survived and was pardoned. He then joined the conspiracy to kill Julius Caesar but was pardoned again. Augustus even granted him a consulship in 23 BCE! This man is the father of the second guy you mentioned. See Tacitus Annales 2.43.
Another well-known Piso is L. Calpurnius Piso Caesoninus, consul of 58 BCE, who was Julius Caesar's father-in-law and was a friend and supporter of the Epicurean philosopher, Philodemus.
I hope this helps.