Build quality is huge.
I only buy tube gear with name-brand power transformers. Good ones run around $75 and up. You do not want to trust high voltage to something cheap. If you're buying a $200 amp, ask yourself how much of that goes into quality parts.
Likewise, good ones should be built point-to-point. I don't like high voltage and high heat on PCBs; they're better suited for solid state. A PCB can hold up, but they're difficult to repair if they get damaged.
Continuing on with the power transformer, the power supply should be of high quality. You do not want four diodes and a couple of cheap capacitors doing the rectification. A tube rectifier is better, you want big capacitors and, preferably, a few chokes to really smooth the power. I prefer to have tube filaments run on DC instead of AC. AC costs less to manufacture, but it's harder on the tubes and sounds less precise.
Also, I like output transformers. They get the output impedance much lower which is a big help in increasing the damping factor.
You'll find these things on better tube amps. The reason cheap tube amps lack these things is because they cost money.
A gigantic myth is that cheap tube amps are cheap because of lower labor costs.
Bullpoop.
Cheap tube amps would cost about the same as expensive ones if they had these things. Cheap amps are cheap because they cut all - and I mean all - the corners.
The only way to cheap out without compromise is DIY. Even then, you'll put $400-$500 of parts into the amp. That's raw costs, not including labor.
The good news is that a tube amp done right will last a lifetime. You'll need to change tubes and drop in fresh electrolytic caps every so often, but that's like changing the belts on your car. You have to do it now and then.