I say whatever works best for you. Since cables and tubes can affect the overall sonic in similar and different ways depending on your system configuration I think experimenting with both is the key.
I've had situations where changing tubes made almost no difference or a complete night and day difference. Same thing with cables. So it depends on which tubes and/or cables your comparing.
Here's an overly simplistic example. You could use Cardas Golden Cross with a super transparent tube or a full-sounding Mullard tube with silver cables? So it depends on what you have now.
In my case, I've found tubes I like for my DAC and tubes I like for my preamp, and I'm in the process of buying all new cabling.
However, if it's a decision based purely on cost I think tuning with tubes may be the best way to go.