Thanks Omega, but your answer is a little contradicting. You say they last indefinitely, but then you say that they can fail. So how would I know when to replace them?
I was in a big hurry when I typed it. More fully, then:
Power tubes will wear out over time, due to the very large currents they have to handle, but
preamp tubes handle really piddling small amounts of current, so they do not wear out as a normal consequence of being used.
However, all types of electronic components can fail before their expected lifetime.
A lot of old guys slam the quality of modern tubes; they speak of cheap manufacturing, they speak of poor quality control...
Even good quality products may fail prematurely despite passing QC checks - some defects are just like that (the term for defects like that is "infant mortality", which I find wonderfully macabre).
Also, they may suffer from being abused. Roadies banging your amp around, operation in excessively humid conditions, smoke, dust, vomit, drugged-up idiots pissing on your gear, gremlins, voodoo curses...
If the vacuum is going soft (i.e. no longer completely airtight) the tube is buggered, but the vacuum may be lost very slowly and gradually, or it may go from fine one minute to fucked the next.
Practical upshot - if they sound fine, they are fine. If they sound wrong, you have a problem - although the root of problem may lie inside the amp itself, of course.
It's worth using some switch-cleaner spray to make sure there's no crud building up in the sockets.
It's a good idea to keep a spare preamp tube which you know is good, to swap out the tubes one by one and find out that way if one has gone bad.
It's probably a bad idea to open your amp up yourself, there's potentially lethal stuff in the guts.