Inaki, the second option you mentioned, viz. 3000mAh at 3V supply voltage.
Note: The following examples consider all batteries involved to essentially have the same voltage. This not only keeps the examples simple, but, in the real world, this is generally how batteries are utilized, i.e. in most real world multiple battery designs, all batteries begin life with approximately the same voltage.
Same voltage batteries in parallel give greater capacity, e.g. if two 1.5V batts each have 3000mAh capacity, then if they are placed in parallel, you have 6000mAh capacity at a supply voltage of 1.5V.
Batteries in series essentially do the opposite of the parallel arrangement. That is, the voltages are summed (added together), but the capacity is not, so if two 1.5V batts have 3000mAh capacity each, placing them in series gives 3000mAh capacity at a supply voltage of 3.0V.
It's interesting to note that the datasheet for the CR-V3 Lithium batt that Rick provided reveals that a single CR-V3 battery actually consists of two CR14500 cells in parallel. So, each cell is rated at 3V and each cell individually has 1500mAh capacity. Since the two CR14500 cells are in a parallel configuration/arrangement inside of the CR-V3 battery, their capacities are additive, yielding 3000mAh capacity at a supply voltage of 3V.