If you read the moudular vs integrated thread then you will see that the people who go integrated, do so because they feel it gives them a better chance of getting a job. This means they are paying £1000's of pounds more than a modular guy to try and make themselves more employable.
Why then shouldnt a modular guy do exactly the same and pay for a TR to make yourself more employable. Any integrated guy who comes on and says you shouldnt is being a bit hypocritical in my book.
If you go the integrated route and pay for a TR then you really have paid alot for your job
The one thing i would be aware of though is that with a 737/757 TR no turboprop operator would be interested so you may end up doing yourself out of a job as well.