How can you tell when tubes are shot?

Is there such a thing as a tube tester? Thanks for the advice, I hadn't thought that a complete failure could cause damage. Duh. We don't want that so I will pry my wallet open and spring for new ones. I just hate to be wasteful. In my opinion the system has sounded better than ever. Plenty of highs, lows and everything in between.

Thanks for all the great tube advice. The reason that I run my stuff all the time is that I actually get to listen to music from the time I get up until I hit the sack. Plus I use the record out on the REF 1 to feed an A/D convertor which feeds a great jazz station from Seattle (KPLU) through out the house. I have ordered replacement tubes from Audio Research because I guess I just feel more comfortable getting them from the folks that built the stuff, plus the little rings are cool. I do use a glove whenever I am handling tubes so as not to leave any marks, kinda like installing halogen bulbs.