Your tubes probably don't need to be changed... but your observation is one of the main observations that people make about tube amps. Solid state amps tone is in a 1:1 ratio with volume. Meaning the tone will stay exactly the same at all volumes... it won't change the way your distortion sounds or anything it will just be louder... obviously distortion always sounds better when it's louder. With tube amps you need to "saturate" the tubes to get the full tone. When you have your volume turned way down (below 4 or so, but it varies from tube amp to tube amp) the tubes aren't pushing as much tone as they can. Your ear has become accustomed to this tone and that's what it prefers... Like the other guys said... you'll have to crank her up and twiddle with the eq. You'll also notice that your amp probably sounds the best when it's been on for about 10 minutes or so.... This is becuase the tubes have heated up and the current flows more fluidly through heated tubes. Most people that by tube amps just to have them never really know what they sound like because they never get to turn them up past 4. I have a JCM 800 2x12 and I use an attentuator with it so I can pump full current to my tubes and still control the volume.