At the risk of committing heresy, I think that sometimes too much is made of the switching sequence issue. If you decide not to leave your preamp on all the time because of tube wear, then simply use your ears - and take off the speaker grilles to use your eyes as well - and hear/see exactly what effect switching off the preamp with the amp turned on has on the speakers. If it doesn't sound/look too nasty, then it probably isn't in reality bad for the speakers. This will depend on the preamp's switch itself, and also the amp's input sensitivity/gain as well as the speaker's sensitivity. Unless the transient produced is scary bad, I just wouldn't worry about this (even if it is an annoying sensation). However, if you're worried about even testing this result, then don't!