Replace tubes yearly?

Short answer: No.

Having a second set of tube around to periodically (anywhere between once a year to every 5 years) check whether you notice something, can be considered. But a yearly schedule is nonsense. If anything, it depends on numbers of hours on the tubes. If that would be important, then tube gear manufacturers would include a cumulative time counter on gear; I've seen those in electron microscopes to keep track of filament age, but am not aware of such features on audio gear.
There are so many variables (type of tube, circuit design, on/off cycles, total time, individual tube variance, ...) that there is no general rule possible.

And then there is the burn-in (allegedly, I have not noticed anything on my tubes). So first it sounds bad because tubes are not burnt in, then change them after a year because they sound bad? LOL! If that is so much of a concern, then rather stick with SS.

Relax, enjoy your music. If you like, do some tube rolling for fun. my 2c.

"But he also mentioned that it didn’t make a huge difference since you probably should replace your tubes every year."

That is a ridiculous statement for him to make!

Power tubes like EL34's and KT88's are good for about 2500 hours or more. But may go longer in an amplifier with a conservative design. Small signal tubes with numbers like 12AX7, 12AU7, and 6922, and rectifier tubes like 5AR4 may go 10,000 hours. So you get years and years of enjoyment. Using a tube tester may or may not tell you if you need a replacement. The best approach is to buy a new set of tubes, and install them. If they don't sound a lot better, put in the old ones and suck every bit of life out of them.

@yogatma 

+1

It depends on the tubes. But annual is not an appropriate schedule. Hours on the tubes. This is why tube amps have hour counters. Your component manufacturer should recommend the number of hours. It is dependent on how hard they run them. 

For instance ARC recommends 2,000 on the 6550 tubes and 3,000 on the rest. 

Unless a tube fails in someway, you never have to replace your tubes.  Run them for 30 or even 50 years at a time and they will function.  Now your equipment won't sound it's absolute best as the tubes age, but that's a very subjective observation.

I don't know of any power tubes that will last 30+ years, but for small signal tubes in conservatively designed circuits it shouldn't be that big of a deal.  Again, they won't sound perfect, but I can't do the things I used to do 30 years ago either.

Aside from tubes, Paul's suggestion to keep your equipment powered up 24/7, is contradicted by many manufacturers.  I know this issue divides members into two camps.  My own amp manufacturer recommends turning off when not in use.  Claims the soft start circuitry protects the equipment and leaving it powered up just shortens life and wastes power.  Not trying to change the direction of the post, just suggesting it don't make it true, just because Paul says so.  IMHO.