I bought my Peavey 6505+ Combo amp (60w) in the winter of 2009, and haven't changed the tubes since. I've used it for maybe 4 gigs and lots of practices/jam sessions with it turned up to maybe 6 tops on the post-gain without any problems thus far. At home I use it sometimes instead of my Cube 20w, but turn it to 2-3 usually and 4 at the most. I haven't heard any noticeable changes in its sound since I bought it, but I was wondering if it was about time to change the tubes? What are the consequences if I don't?
Ibanez GRG170DX
Peavey 6505+ Combo (60w)
Roland Cube 20w
Ibanez TS-9
Boss Chorus Ensemble CE-5
If it still sounds good leave them alone but it is always a good idea to have spares for when you do need them.
Gilchrist custom
Yamaha SBG500
Randall RM100 & RM20
Marshall JTM45 clone
Marshall JCM900 4102 (modded)
Marshall 18W clone
Fender 5F1 Champ clone
Atomic Amplifire
Marshall 1960A
Boss GT-100

Cathbard Amplification
My band
The preamp tubes can go for years before they need changing. Usually when power amp tubes start to suffer they become noisy or just lack the power and clarity that they had when you first got the amp. Sometimes they just fail outright and die and thatd their way of telling you they have had enough. Working the amp hard at volume night after night would take it out the tubes more quickly as well. I would work by ear and as the previous poster said - have tubes ready just in case. I tend to replace a set of tubes and have a set of identical graded tubes purchased at the same time so that if I had to replace a tube mid gig I could do it quickly without needing to rebias the amp.