Analytical solutions are derived for free vibrations of three-dimensional, linear anisotropic, magneto-electro-elastic, and multilayered rectangular plates under simply supported edge conditions. For any homogeneous layer, we construct the general solution in terms of a simple formalism that resembles the Stroh formalism, from which any physical quantities can be solved for given boundary conditions. In particular, the dispersion equation that characterizes the relationship between the natural frequency and wavenumber can be obtained in a simple form. For multilayered plates, we derive the dispersion relation in terms of the propagator matrices. The present solution includes all previous solutions, such as piezoelectric, piezomagnetic, and purely elastic solutions as special cases, and can serve as benchmarks to various thick plate theories and numerical methods used for the modelling of layered composite structures. Typical natural frequencies and mode shapes are presented for sandwich piezoelectric/piezomagnetic plates. It is shown clearly that some of the modes are purely elastic while others are fully coupled with piezoelectric/piezomagnetic quantities, with the latter depending strongly upon the material property and stacking sequence. These frequency and mode shape features could be of particular interest to the analysis and design of various &&smart'' sensors/actuators constructed from magneto-electro-elastic composite laminates.