I do think it would be more likely smoke as Steve says. The clear plastic tube would not take too kindly to flames..
The end scenes where the Thing is electrocuted, he does have Smoke emanating also.
Hey Paul,
Yup.. the tubes were for smoke, not flames, as Steve surmised.
In looking closely at the pic Ted posted, one can see that one tube runs up into the cuff of his left pant leg, near his shoe. Arness starts to smoke in his lower legs, thighs etc, as the electrocution starts, so those must have run up the length of his legs, to a certain point.
Here's a colorized short clip of the scene:
http://www.youtube.com/v/4rlv4m_ETb0