Many a preacher has stumbled over how to explain the Holy Trinity. In some ways, maybe we shouldn't try so hard, because it isn't' fully knowable. It is a mystery.
My very favorite theologian is Father Richard Rohr, a Roman Catholic friar, teacher, writer, and spiritual director. He wrote an entire book on the Trinity called The Divine Dance. Here, in an interview, Rohr gives a wonderful image of the Trinity that can help us relate to it even if we still don't understand it. For Rohr, the Trinity is about vulnerability and participation. It deconstructs the common understanding many have of God and Jesus as a Kings on a throne by showing that the Trinity presents a God who is dynamic and relational.