I found another stone not listed here (that I can find, anyway), that gives you all three stones by the end of Gluttony. I'm guessing maybe it was added on later to compensate for the difficulty in getting the Gluttony stone...?
Adding to N1ghtwolf89's very helpful guide:
1 - When in Limbo, go down to where you smash the door with the burning man. Continue through the tunnel, DO NOT GO THROUGH THE SIDE DOORS YET, you will come to the head of the huge demon you killed at end of last chapter. Push it out for Burning Eyes achievement. Turn the corner and the stone is in the fountain next to the Eyes of St Lucia relic.
2 - In Lust, as you approach the bridge with the tornado, you'll see a gold fountain to the lower right, towards the far end of the bridge. Run to the second or third circle from the tornado and climb down the wall of the damned to reach it. You may have to climb down on the left side and climb all the way around to the right (under the bridge), but it is definitely possible - even easy - and it is a stone.
3 - In Gluttony, hall of mirrors puzzle on right hand side. (To beat the mirror puzzle, look to the guide here: http://guides.teamxbox.com/xbox-360/1061462/Dantes-Inferno/p...
4 - Descent into Greed, in the tunnel, just before the end, there are ledges on either side. Jump up onto the right-hand side one. instead of jumping straight to the left-hand side, try jumping diagonally left and backwards, this should take you under the archway. Use only one jump to do this and just as you get under the archway press A again to double jump and grab the ledge."