My MG Head is due to arrive (FINALLY) today or tomorrow. I'm giddy in anticipation as I'm currently driving the HD600s with an old crappy integrated amp, yet still loving the Senn sound. Tubes are going to push me over the edge into euphoria no doubt, and I've got some of the best ones ever made in their class ready to go.
And BTW, I would expect and recommend that you start rolling the 12AX7 before the power tubes. That's where I'd expect to get the biggest bang for the buck. Look into older NOS 12AX7s off EBay. For $20 to $30 a pop you can have alot of fun. I've currently got a stash of Amperex Bugle Boys, GE black plates, and Sylvania Gold Brand tubes ready to go. Each of these are phenominal tubes for the application, and each impart their own unique signature on the sound. Its alot of fun to tailor the sound to your liking through tube swapping.