Tube amps will not be damaged by being powered on with no load. They might be damaged if you apply a music signal to them with no load. Here's why.
Most tube amps have an output transformer. It works because the alternating output tube currents create expanding and contracting magnetic fields in the primary which transfer energy to the secondary. This energy has to go somewhere. Without a load on the secondaey to absorb this energy the contracting fields kick back energy to the output circuit. This kickback can create a very large voltage spike which can arc over inside the output tube or other components.
If you don't play a signal this can't happen so no damage is done. Solid state amps in general don't care. Amps like the NuForce that use switching supplies are an exception and they warn against no load. As suggested, when in doubt it is best to check with the manufacturer.
