I'll assume that your are talking about the *rear* shocks.
MGBs are normally equipped front and rear with lever-type shocks made by a British company called Armstrong. The lever-type shock is a very old design and some folks feel that they would prefer to replace these shocks with newer, modern tube-type shocks. The fact that your car has Spax tube shocks means that it must have been converted at some time during it's life. Conversion kits (for the rear shocks) are readily available. There are also some kits made to convert the fronts to tube shocks, but this is a much more complicted deal and it is pretty rare (that's why I'm assuming that you are speaking about the rear shocks).
Perhaps the first thing you should know is that half the British car folks you will speak to will tell you that the tube shock conversion is a great idea and the other half will say it's terrible. My car (a Spridget, not an MGB) has been converted to tube shacks all around, so that will tell you what my opinion is....but others may disagree and tell you to return to the standard lever shocks.
Anyway, surface rust on a tube shock is not a big deal. It's what's inside the shock that really matters. With the car on the ground, bounce it up and down several times: when you stop, it shouldn't really bounce more than one more time. Also, when you drive it through a fast, pot-holed turn, does the car jump-over and "skip" or does it simply negotiate the turn? Bad rear shocks will give poor handling on bumpy turns and you should replace them.
Spax and Bilstein are seperate companies.
While you're at it, (and assuming that the fronts are not converted to tubes), you should check the oil in the front lever shocks. This is special oil that's available from Moss or Victoria British...don't use normal motor oil.
One more thing: while we (in the USA) call them "shocks", the British call them "dampers" (or sometimes "dampeners"). They are using the correct term. The real "shock absorbers" are the springs and the spring-bounce is dampened by the "dampers".
OK, have fun with your new car!