+2 on what @jtcf said.
Start with preamp tubes if a separate preamp is used.
Then small signal input / driver tubes in the amp.
NOS tubes if possible for these, or try PSVANE "art series" where applicable [better than 50% of my better NOS tube collection]. Allows one to hoard the NOS stuff a bit too.
Buy tubes from a reputable seller with a guarantee, it will pay off and many times end up with better tubes.
And, yes, some tubes and interconnects can compliment -or- detract from each other.
You kinda need to know what type of sound you are going for to get "there" or its hit-and-miss and trial-and-error til you do.
Sometimes it’s helpful to lean on the amp designer to share what works, if you trust them and they have proven experience on what sounds good and what does not. Good amp/circuit designers know enough to help guide you some.