What is worth to do, and what is overkill these days in tube amplifiers.
Notable exception are gas rectifiers, like 816/866A, 3B28, 394A, CK1006... These don´t have that nasty high resistance, voltage drop <20V is constant. No matter what current you will load them. Plasma inside acts as approximate supply current load display, and you will see the amplifier is turned on.
No. 2, use good quality transformers. If you go with cheap units, dissatisfaction is quite possible.
Examples are-less iron laminations used (bass distortion due to not high enough inductance); muffled treble (too high parasitic inductance due to low quality/bad design windings) or stability problems due to high values of parasitic components.
Of course you can fight against them with feedbacks, but with low quality transformers you´ll need use more..(stability problems, see previous article)
No. 3, "silicon phobia" in tube amplifiers is not necessary, if implemented correctly. Good examples are MOSFET CCS in cathode phase splitters (improving symmetry), or gyrator instead of anode resistors (more horizontal loadline for tubes-less distortion and output impedance).
MOSFET is cheaper than a good expensive choke, a cheaper way to improve amplifier.
No. 4, audiophile components. To me it does not make sense, to buy a 1000$ capacitors; when a much cheaper teflon or polypropylene capacitors will do same or better job! Use common sense, avoid overpriced "snake oil"
No. 5, simulate or at least verify design´s working points, you are using. Maybe it´s not optimized properly - you would get worse distortion. Tube amplifier schematics are simple, with minimum number of components. Optimal working points is what matters most. Setting up a proper working points is much harder, than draw some schematics.
No. 6, look at schematic blocks the complex way. Think also about powersupply impedance (ideally zero) across frequency spectrum it works in. Maybe you are thinking that a huge electrolytic capacitor will save you, but this in not the case. Thankfully I have access to expensive LC Bridge, and I was shocked to see, how electrolytic capacitors quickly loose their capacity with increasing frequency. Any manufacturer and even lowESR types behave more like coils above 10-20kHz. Around 1kHz many lose half of their rated capacity.
Foil/paper/mica capacitors have quite stable value with increasing frequency. Paralleling electrolytic capacitor with foil capacitor is a must have!
One reason why semiconductor amplifiers does sound bad, is because of high impedance of power supplies. (PSRR decreases with increasing frequency, seen that in many datasheets)
No. 7, tube amplifiers with external bias (-) lacking a voltage stabilisation is not very wise, and can be also a hazard. Bias voltage must come up first, and should be stable much as possible. Typical steepness value of commonly used tubes is in range 3000-10000µmhos.
Yes, that means if bias changes by 1V, quiescent current will change by 3-10mA. Value will shift further with increasing power-tube temperature. Used tubes does shift more.