Should I apply for funding to support all three phases of MOST?

Yes, but it is probably unrealistic to expect that funding can be obtained in a single grant.  The approach that we have observed seems to have the highest probability of success is to start by obtaining local pilot funding or a small National Institutes of Health grant to conduct the preparation phase, including pilot testing the optimization trial.  Having completed this work puts the applicant in a strong position to apply for National Institutes of Health R01 or similar funding to conduct optimization and evaluation trials.  However, many R01s have been awarded to investigators who had not yet completed the entire preparation phase.