Impedance question

Extremely important: Make sure the amp is off (better yet, unplugged) before you remove any of the speaker cables. A tube amp will be damaged if powered on without a speaker load connected to it.

Yes. No problem what so ever. You can't damage anything by just experimenting. You might even notice a bit of bass boost/solidity, especially if your speakers have an impedence droop in the bass. Many do.

So...is it safe to experiment between the 8ohm taps and 4ohm taps to see which sound better, if I'm using 8ohm speakers??

The impedance value of a speaker is listed as a nominal value. No speaker has the same impedance across the audio spectrum. If the impedance vs frequency curve is published and accessable (the curves are for many speakers) you may want to take a look at the curve and see where and how much of the spectrum the impedance is at a given value. Some speakers nominally listed as 8 ohm dip to less than 3 ohms, for example. So there may not be as much difference as appears from the nominal value. That being said, other factors to consider are your listening habits and the type of music to which you listen. If you listen to highly compressed music ( most rock, pop, and hip-hop on cd) at high volumes you will pretty much need a lot of current to drive the speakers and your choice of speakers, for your system, narrows. If you listen at lower volumes and/or the genre is recorded with a wider dynamic range and is, by its nature of a wider range in volume, the sensitivity and impedance of the speakers is less important - while clipping may be a problem at the peak volume levels and result in distortion, you probably are not going to overheat the drivers because you won't be at the clipped level very often or for very long so at least frying the speakers won't be a problem. Speakers are by far the biggest single factor in the sound of a system, I would first find a few models that sound good when driven with a similar powered tube amplifier, without regard to the impedance values and sensitivity, and then bring those measurements to bear on your decision process. Eliminating 4 ohm speakers from consideration at the outset may unnecessarily limit your options.

A measurement (in Ohms) of how much an electrical circuit pushes back when it's pushed.

There's no definitive answer other than experimentation. Usually, one tap will sound better than the other regardless of speaker. But for another amp, the tap can be speaker-dependent. If the amp is stable over reactive loads, then one tap should stand out over the other.

Generally speaking, most 4 ohm speakers are less sensitive than most 8 ohm speakers. Since tube amps don't double wattage when halving impedance, you will be hard pressed to find 4 ohm speakers with decent efficiency. As stated by Newbee, look for at least 90db.
Final note, 4 ohm speakers can be run off of 8 ohm taps usually without any adverse effects to the amp. Use which ever taps sound best.

The purpose of the audio output transformer, which has taps for 4, 8, and sometimes 16 ohms, is to make all these loads look the same to the output tubes.

Its OK to use 4 ohm speakers as long as you use the 4 ohm taps on your amp. But in my opinion you should be looking at speakers with a little higher sensitivity, something like 90db 1watt@1meter or higher. Every 3db up is almost like doubling amp power.

IF you are picking speakers that are properly matched to tube amps in the first place, those having relatively flat impedence curves with no really large sharp peaks or dips in the impedence values, the the issue of 4 or 8 ohms is not a big deal and the amp wouldn't 'work harder for either'. The output for 87db speakers would be the same with either 4 or 8 ohms. You just pick the impendence connection that sounds best to you.

However if all you are taking into consideration is the nominal impedence value, not the actual curve or the minimum impedence, stick with 8 ohm speakers. A speaker with a nominal 4 ohm impedence could have a substantial dip down into the 2's which would make it hard for many tube amps to drive, absent a 2 ohm tap.

These issues have been discussed extensively in this forums. Perhaps a bit of archive reading will help you understand them better.

Hope that helps a bit.