I understand what some of you are saying about shortening tube life, but the way I see it, it's not really any different than cranking up the power section a little more just like nwright said.
I'm not getting any extra volume by doing this, in fact I'm getting the sound I want with the post volume around 2. I used to turn it up to about 4 to 5 to get the fat tone I wanted, but I also had to suffer with the high end and it was too loud for most situations.
I also used to run an EQ pedal in my effects loop all the time for a lead boost and it never seemed to hurt my tubes. It was a similar effect but it didn't clean the sound up or smooth the tone out nearly as much.