I have and use both the Alpha and the Sigma II. With identical tubes in each they are sonically very close with the Alpha being slightly more 'detailed' and the Sigma being more rounded. The Delta is less sensitive to tube choices the Alpha much more so.
Neither of these are treated critically in my systems so I have stayed with new production tubes. If you don't like bright/cold/etched sound, don't buy Sovteks. I've used EI's for a very smooth sound and, for a fuller bass at the loss of the EI's smoothness in the mids and highs and with a bit of roll off in the highs as well, some EH's. If you've willing to spend the money on NOS tubes and you want a warmer sound, think Mullards (possibly some of the new 're-issues' which are purported to sound like Mullards ?).
The Cal Alpha/Delta IMHO can be one of most easy combo's to listen to over the long haul. You lose a bit of resolution, bass impact, and treble extension, but for the mid-range, especially with small groups, vocals and instrumentals, etc, it remains my favorite digital source.
Don't give up on it, just spend some time finding the tubes that will please your ear.
PS I forgot to mention mine is not the one with up-sampling, this could make a difference.