Either way is fine. Mostly it has to do with the dims of the parts on the ends. but for the same material square is stiffer and heavier than the same size round. No special milling setup is required for either one.
Some mistakes are using too small a tube (bending), too thin of a wall thickness (buckling), LBJ too far from the coilover (bending), or two hard/high carbon material for the tube combined with size/wall (cracking).
Ideally, when overloaded/in an accident, the arm will just bend without damaging the frame and not break off the car with the wheel.
I'm using "1 inch" black pipe (like from home depot) for my rear lcas with 1.5 inch pipe for the lcap bushing shells. You find most aftermarket control arms are heavier than the original arms.
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Miata UBJ: ES-2074R('70s maz pickup)
Ford IFS
viewtopic.php?f=5&t=13225&p=134742Simple Spring select
viewtopic.php?f=5&t=11815LxWxHt
360LA 442E: 134.5x46x15
Lotus7:115x39x7.25
Tiger Avon:114x40x13.3-12.6
Champion/Book:114x42x11
Gibbs/Haynes:122x42x14
VoDou:113x44x14
McSorley 442:122x46x14
Collins 241:127x46x12