Tubes usually look fine until they die - you usually can't tell unless you put one into a tube tester. Occasionally, they develop a purple haze (seriously) which looks cool, but is just a step away from death. If you see a purple haze, you want to turn the amp off and replace the tube.
Gazza, tubes do wear down if you leave them on. They're always conducting when turned on and that reduces their life. Not as much as if you were running them at full power, but it's still there. Sort of like how a car continues to use gas while it is running but not moving.
There's a lot of debate over leaving tubes on and the "damage" that's caused by turning them on and off. I don't buy the argument for leaving them on all the time. First, tubes aren't the only items that wear out. So do the resistors and capacitors inside the amp. The longer they run and the more heat they're exposed to, the more likely it is that they fail. They are only rated for a certain amount of hours. If you know the part, you can find the MTBF ratings of the parts at Digikey or Mouser.
Fortunatley, caps and resistors don't fail spectacularly like they used to. However, they usually just go out of spec. A .1 uF cap might turn into a .25 uF cap after it has been on for a few thousand hours. You probably won't hear it because the change will be gradual. Same with the resistors and everything else. It might still "work," but the values of the parts inside will not be what they left the factory at. Considering what people spend on various tweaks, they seem oblivious to a resistor doubling its value. This is something that is easily measured with a $5 DMM. I wonder how people hear night/day differences with various things but cannot tell that their amp is out of spec.
I don't care if I have to replace tubes since they're wear items. For the same reason, I skip the NOS tube fetish stuff. Yes, some of the NOS tubes are quite good. But they're going to die sooner or later. So I buy either current production tubes or commonly found NOS tubes without the magic cachet. The Zana runs a RCA 6SL7 that I got for $5 or $6. Sounds good enough. The 6C33Cs and rectifiers are current production. If any of those die, I'm not going to be upset.
And to drag things completely off topic, this is the same reason I run a DL103 on the turntable. A phono cartridge is a wear item. It's going to die and it's also easy to screw one up. I'm sure those $2,000 cartridges sound good, but after so many hours, you have to send them in to be re-tipped. Re-tipping is usually about half the cost of a new one, so you're out $2,000 and get stuck for $1,000 every couple of years. No thanks. The DL103 sounds awfully good and turns up new for $150-$200.