All tubes anywhere in the system can affect sonics. That said, you want to first 'roll' those tubes that affect sonics the most (and choose what candidate you like best) and then the other tube positions as they affect sonics in descending order of influence. This way you will be able to hear the subtler changes from the less influential tube(s) and make the choice(s) you like. Otherwise you will be lost.
In descending order of importance, the amp should be optimized first. And in the amp, it's generally the smaller gain multiplier tube(s) that have the biggest effect on sonics, simply because they process (amplify) the signal the most. Starting from the input, a typical tube amplifier has:
1. a splitter/inverter tube (usually a 12A(T/U/X)7, 6SN7, or other twin-triode tube that converts a single ended signal to a balanced signal for further processing. The next tube(s) are the aforementioned gain multipliers (often the same type as the splitter/inverter, but in any case, usually another twin-triode type.) It's better if these first two functions use tubes that are lo-noise, and have their two internal sections reasonably matched. Which brands/versions sound best to you is your call . . . .
2. The next tube (or tubeS, depending how many pairs of power tubes there are) are the driver tubes. These basically modulate the power tubes' grid voltage using the amplified signal from the gain multiplier tube(s). The power tubes' grids are like a gateway (valve) that regulates how much power/frequency the power tube(s) send to your speakers. These driver tubes are next most influential (usually) on the sonic character.
3. Last in sonic importance are the power tubes themselves. The name of the game with power tubes is of course, Power. And in this respect, they influence sonics too, but in a slightly different way (than the 'color' of the sound), especially in the bass frequencies, depending on a number of factors; the most important of which are transconductance (gain or amplification capability) and maximum plate current output. These affect how good a 'grip' the power tube has on a low frequiency driver.
Preamps are another matter altogether, and can be addressed after you have the amp/speaker combo sounding the way you want. Preamps are, in their simplest form, source selectors, channel balance trimmers, and signal output attenuators (volume controllers.) Tubes in preamps basically need to be QUIET above all else. They don't do much amplifying (sometimes none) unless they are microphone or phono cartridge preamps, but they DO buffer (mediate) the various sources' output characteristics, in order to provide a proper output impedance for driving the amplifier. Bottom line? Preamps are 'traffic directors' in my opinion, and whether tube or solid state, should be QUIET and NEUTRAL. With respect to the signal, they should essentially disappear and have no effect on the sonic quality of the signal if they are doing their job.