Madflloyd:
Some tubes in some tube power supplies can pass a relatively large amount of current and will wear out like output tubes in a power amp will wear out (certain tube preamps actually use output tubes in their power supplies - the ARC Reference 3 uses a 6550, and I believe the big multi-chassis Jadis used to use EL-34's). For example, when Stereophile reviewed the BAT Rex, they went through a couple of 5AR4's in the power supply over the course of several months of leaving the preamp on 24/7 (which they evidently did at BAT's suggestion). The review suggests that the BAT is fused to protect against tube blows in the power supply - you need to consult your owner's manual or ask BAT whether 24/7 operation poses a safety issue.
The other circumstance in which I would tend to think twice about 24/7 operation in a piece of equipment using small-signal tubes (i.e., tube preamps, tube DAC's, tube tuners) is if the tubes are run near their maximum voltage rating. Basically, such a tube will face the same wear issues that an output tube in a power amp will. It did not escape me that the Rex is said to run really hot, but this could be nothing more than the fact that it has a ton of tubes in it - I don't know how its various tubes are run relative to their maximum voltage ratings.
If, however, a tube preamp has solid-state rectification and does not feature a hot-rodded tube circuit (that would be the vast majority of them), I will run it 24/7 in order to maximize sound quality and tube life. As for why 24/7 operation would extend tube life, please see my comments about small-signal tubes and tube performance in the following thread:
http://forum.audiogon.com/cgi-bin/fr.pl?aamps&1281657617&&&/VAC-Signature-MK2a-w-phono-users
I hope this helps.