AJ. Folded set. Correct move?

CO: 17,6/7,2 over 453 hands
UTG+1: 18,8/8,6 over 499 hands
MP2: 25,3/7 over 1494 hands
MP3: 16,6/6,3 over 499 hands

Party Poker 0.50/1.00 Hold'em <font color="#0000FF">(10 handed)</font> link

Preflop: Hero is MP1 with A[img]/images/graemlins/diamond.gif[/img], J[img]/images/graemlins/club.gif[/img].
<font color="#666666">1 folds</font>, UTG+1 calls, Hero calls, MP2 calls, MP3 calls, <font color="#CC3333">CO raises</font>, <font color="#666666">3 folds</font>, UTG+1 calls, Hero calls, MP2 calls, MP3 calls.

Ok, I have no idea why I didn't raise it here. I know I should. Ah well...

Flop: (11.50 SB) A[img]/images/graemlins/heart.gif[/img], 2[img]/images/graemlins/club.gif[/img], A[img]/images/graemlins/spade.gif[/img] <font color="#0000FF">(5 players)</font>
UTG+1 checks, <font color="#CC3333">Hero bets</font>, MP2 folds, MP3 calls, CO calls, <font color="#CC3333">UTG+1 raises</font>, Hero calls, MP3 calls, CO calls.

Gotta raise it here. UTG+1 check raises me,,, hmm? Ok I call and think over it again on the turn.

Turn: (9.75 BB) T[img]/images/graemlins/heart.gif[/img] <font color="#0000FF">(4 players)</font>
<font color="#CC3333">UTG+1 bets</font>, Hero calls, <font color="#CC3333">MP3 raises</font>, CO calls, <font color="#CC3333">UTG+1 3-bets</font>, Hero folds, MP3 calls, CO calls.

Ok he bets out now. He feels strong but since he just limped, could it be A9, A8, A7 or A6s? Or maybe even 22? I should either fold or raise to his bet here but I cold call, lucky me MP3 raise and UTG immediately 3-bet. Easy fold.

So in short, raise preflop and raise turn to get more info. Anything else? [img]/images/graemlins/tongue.gif[/img]