We introduce a notion of stability for sheaves with respect to several polarisations that generalises the usual notion of Gieseker-stability. We prove, under a boundedness assumption, which we show to hold on threefolds or for rank two sheaves on base manifolds of arbitrary dimension, that semistable sheaves have a projective coarse moduli space that depends on a natural stability parameter. We then give two applications of this machinery. First, we show that given a real ample class on a smooth projective threefold there exists a projective moduli space of sheaves that are Gieseker-semistable with respect to . Second, we prove that given any two ample line bundles on the corresponding Gieseker moduli spaces are related by Thaddeus-flips.

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