Where do the tubes go?

I have so far been a solid state guy, but I am looking into another system, and I would like to give tubes a try.

1. Would most people recommend an all tube system, or do you recommend starting with only a tube component or two.

2. What are the relative merits and disadvantages of placing tubes at various stations in a system CD-->pre amp --> amp ?

For instance, I have read that some people feel that that the micro-distortion (pleasing though it may be) is excessively magnified if started at a source component then magnified through a bunch of high power solid state electronics. Others have advocated that having tubes early in your system gives the tube sound quality and allows for higher power, lower maintenance/heat solid state amplifiers.

For the tube experienced, how where should I start integrating tubes? (starting a new system so disregard concerns of mating to existing equipment).