What do you mean by "more efficient"? And more efficent than what?
If you're not changing the database or upgrading confluence, you can simply copy everything and then tweak a couple of the settings files for the new location. If you are changing things then the export and import of a complete backup is the easiest, fastest and safest way to do it. If by "site" you really mean "space" (part of a Confluence site/instance), then space export and import is again the easiest, fastest and safest thing to do.
You say "move all my confluence servers into one application server and centralize database server for all confluence applications." This will not happen as you've stated it there.
You can absolutely put all the databases into the same database service, you'll just need to have three separated databases for them (if it were mysql then you'll need something like jdbc:mysql://localhost/confluence1, jdbc:mysql://localhost/confluence2, jdbc:mysql://localhost/confluence3 etc).
But you will also need three separate application servers. You can run them all on the same machine if you want, but you will need to install three Tomcats, one for each Confluence, and each containing its own Confluence application, and each with its own data directory.
Have you considered merging the three Confluences together?
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