On the other hand, if I had my amps checked every time a tube went over the years I have been using them, the bill would have been silly. And the inconvenience factor high.
Components that have gone often look it. If you have some basic component knowledge i.e. you know what a cap or a resistor looks like, you could always have a look inside the amp. When small caps go, they can look bloated or expanded. Resistors may look burnt. A multimeter can also help here.
If you do this before you put the new tube in, be sure all the big reservoir caps have discharged. That means leaving the amp disconnected and off for 30 minutes to be really safe. Then just open her up...
Bernard, be careful. If you don't leave time for the caps to discharge, you could be in for a nasty jolt. You can always short them to discharge, but my brother once did that to an old valve TV, made a mess of it, and got thrown across the room. I therefore do not recommend it!