People generally don't do the tube shock conversion on TR2-TR4. Most of the supply houses (VB, TRF, Moss) sell kits for 250s and 6s. My TR-250 had the tube shock conversion, and quite honestly, it made little difference.
The only reason to switch to tube shocks is if you are driving a lever-arm car many thousands of miles per year (tubes simply last longer than levers.) Or if you're racing, you can use adjustable dampers, but many governing bodies (like SOVREN here in the Northwest) will prohibit any changes to the original configuration of the suspension.
If you want to improve the suspension of a TR3, I strongly recommend the stiffer competition front coil springs and heavy duty rear springs. You can also go to a thicker oil in your rear shocks to make them stiffer. All of this will go miles in making the car a bit tighter -- oh yeah, and get better tires and fill to a higher than recommended psi.