How Does Your Jolida JD502 Sound Using 4 Ohm Taps?

Terry,
Speakers in most of time don't have stable impedance. The tube-friendly ones usually specked to have minimum of 8Ohms or larger. Tougher speakers can go down to 2 Ohms that you don't want to use for tube amp. The ouptut impedance of amp should either match or be lower than speaker impedance so if you have for instance 6Ohm specked speaker you should connect it to the 4-Ohm tap to keep your tubes safer than on 8Ohm taps.
Theoretically you can refer to above para, but practiclly especially if you don't listen loud, you can connect to 8Ohm tap if it sounds better to you. If you like to listen loud I would recommend you to refer to para above.

Well, I do like to listen loud, so I guess I'd have to use the 4 Ohm taps for some of the speakers I've been looking at.

Would an 8 Ohm speaker put less demands on the amount of current an amp is asked to deliver, all else being equal? Would this mean an 8 Ohm load can be driven louder with less current demands?

In tube amps 8Ohm speaker will scream louder. Unlike many semiconductor amps, tube amp won't double the power onto 4Ohm vs. 8 but contrary.