Diving into the world of tubes...help needed!

Some advocates of integrated amplifiers would say the signal path is shorter/simpler and that the preamplifier and power amplifier sections are ideally suited to each other (And an interconnect and power cable are eliminated). There are very reasonable arguments to be made for either approach.

Price is certainly an issue! And I agree that signal path is important. I make exactly the same point with our preamps- having the phono section built-in eliminates the connectivity issue that otherwise can introduce coloration.

One thing about separates is you have to pay for more chassis. The chassis and usually the power supply are the most expensive part of any preamp or amplifier so having separates and having them somehow be really inexpensive either isn't a thing, or a thing that might not be practical. We're seeing a lot of very inexpensive Chinese separates on the market right now; they look nice but unless properly vetted a lot of them have inferior parts which are problematic down the road.

If you simply don't have room or the budget integrated equipment makes a lot of sense. Like anything else (tube, solid state, class A, class D etc) execution plays a huge role.

The nice thing about separates is that you can often place your amps near the speakers, keeping your speaker cables short. Tube amps are more sensitive to speaker cables; keeping them short helps out with resolution. If you decide you want more power/resolution/etc. its not that hard to change out a preamp or amp, as opposed to an integrated setup.

The other advantage of separates is each bit of the system does not share the same power supply (which reduces distortion) and crosstalk is simply going to be lower. 
I'm with millercarbon about tone controls. I think you'll find that once the system has proper resolution and a musical nature that tone controls are no longer needed. One thing about tone controls- their introduction into the circuit will **always** increase noise, decrease resolution and bandwidth, introduce coloration and distortion. That's a thing you can count on. The reason is that tone controls require an active circuit to make up for the gain that they otherwise consume. Additionally even when the controls are set flat they often aren't really flat unless they are switched like Harmon Kardon did on their Citation 1 preamp. If the tone controls can be switched out that is helpful, but I've serviced a lot of amps where that switch was actually the problem- due to corrosion of the contacts, even on a newer piece.