In most preamps the first gain stage is the most important. although I hear differences in just about every section including the rectifiers. I think this really depends on the circuit but I usually tell my clients to spend the most on the first or most significant section. This information can be had from the mfgr. In most tube amps I have heard a greater difference in the driver tubes than the power tubes. Avoid enthusiasts that claim something cant make a difference based on theory and not actual practise.
Which tube spots for which affects?
Here's something I've now been pondering about tube sets in preamps. Which positions in them are more likely to have what affect on the sound when rolling? For example my new-ish Raven Blackhawk has 3 pairs in the pre amp section that are noted as Preamp, Power amplifier first stage, Phase inverter/driver. Is one set more or less likely than the others to affect say, warmth or another pair dynamics? Which the sound stage? Are some locations better for a "euphonic" tube or a very accurate set? I'm sure it's really the sum of ALL the parts but maybe they each have their particular impacts. Hearing differences but wondering if there's a pattern/ causal/predictability to it all. I don't expect there's a single answer but maybe enough anecdotal evidence and experience might show a trend.