There is a segment in the "Where the *** are my pictures" video by Seth Resnick and Michael that addresses the backups issues. Worth listening to. I pretty much use that setup, except that I do not have a Drobo system as a final backup. These backup strategies work fine in the short term and medium term but they are all technology-dependent and doomed to obsolescence. An article by Joseph E. LaBarca, Pixel Preservation International, identifies a number of digital preservation issues. These include: media formats, file formats, data integrity, and technology advances. I have a box of obsolete Syquest cartridges that are useless since the drive died, and, even if i found a working one, it needs a SCSI connection, and who knows if my current OS would run the drivers. For true long-term preservation we need a technology-independent system. A human-readable system such as a family album or shoe-box of photos will outlast any machine-readable system. So, if it is important, print it.
As for the OP's question, I keep all my files together, same name except for the extension. With LR, there is little need to export files into TIF's or PSD's unless you need to do additional editing in PS.