After barely edging out David Letterman for two weeks following his triumphant return as host of NBC's The Tonight Show, Jay Leno began lengthening his lead in week 3, according to Nielsen Media Research. Leno averaged 4.6 million viewers for the week ended March 21 versus 3.6 million for Letterman's Late Show and 3.3 million for ABC's Nightline . That's way down from his 5.2 million season average a year ago but a considerable improvement over Conan O'Brien's average of 2.8 million from June through December. Among 18-49-year-olds, Tonight averaged a 1.2 rating, the Late Show , a 0.9 and Nightline a 0.8.