When Robert Preston moved from Connecticut to Montecito, Calif., two years ago, the relocation confirmed a major shift in emphasis in his career. For most of the last three decades, he has concentrated on Broadway, where he starred in ”The Music Man,” ”The Lion in Winter,” ”Ben Franklin in Paris,” and many other shows. But in the last few years, he has shifted his main effort to such films as Blake Edwards’s ”S.O.B.” and ”Victor, Victoria” as well as a handful of television movies. Now, he said in a recent interview, only an exceptional project would lure him away from his newly acquired seaside retreat. ”My wife and I are eating lotus in Montecito,” Mr. Preston said. ”And a script has to be doubly attractive to take me away from that view of El Pacifico.” He found one last year - his first movie for cable television, ”Finnegan Begin Again,” in which he stars with Mary Tyler Moore, Sam Waterston, and Sylvia Sidney; it has its premiere on Home Box Office this Sunday at 8 P.M.