Unbelievable. If I didn't love my R3 so much I certainly wouldn't be a promoter of Triumph. Their sales and support is terrible and the fact they don't have a factory forward peg option here is a huge oversight IMO.
Unfortunately, the only pre-fabbed retail solution I know of is
this very expensive one from Motorrad Burchard GmbH. Ridiculously priced at bout $1,500 USD after you have it shipped form across seas. If you have a money tree in your backyard it's a nice option.
Warp 9.9 makes a good suggestion above also. If you like the look of the engine guards or crash bars you can add some highway pegs to those too. That's what I've got now.
The only other real option is to buy a set of rails with the pegs for a pre-Roadster R3 and powder coat them black if you don't like the chrome. If you can find one for a classic R3 the pegs are supposed to be a bit more forward on those. After buying these (they're on eBay all the time) you can have them modified to have the pegs even more forward as demonstrated in this thread:
http://www.r3owners.net/threads/forward-controls.6948/
This is what I'm contemplating doing. You will need a modified brake line and shifter rod.
You could also just have the Motorrad Burchard GmbH set I posted above fabbed up somewhere for probably less than half the cost. If I knew how to weld I would be making these and selling them here on this forum.