Get a book on vacuum tube design and go for SET in the preamplifier and amplifier. They are easy to design and to build. You can do the same with open baffle speaker designs using full range speakers that require very little power. 2A3 or 45 triodes can be heated with AC that is center tapped for the cathode to ground through a dropping resistor and polypropylene capacitors. Use polypropylene capacitors in a vacuum tube rectified power supply with Hammond chokes and transformers.
There are $10,000 tube amplifiers that use the inferior electrolytic capacitors in the power supply and what you build will probably sound better.