Basics of Tube Amps for Beginners

Why use a tube amp?
Musical instrument amplifiers are fundamentally different from hifi or stereo amplifiers. Where stereo equipment is and should be as completely distortion and coloration free as humanly possible to design. Musical instrument amplifiers on the other hand have always had limitations, distortions, and coloration that musicians have exploited to make their music more expressive. It is that exploitation of defects for expressiveness that has come to be what we expect in the sound of a guitar amp. As a group, both musicians and audiences expect the kind of sound coloration that tubes add. A musical instrument amplifier is properly viewed as an extension of the guitar, bass, harmonica, etc. that is plugged into it, not merely something to make the instrument louder.
Are Tube Amps louder than solid state amps of the same power?
Yes and no. If you put a power meter on the output of a tube amplifier and a solid state amplifier that have been matched for total output power, then the meter will read almost exactly the same power for equivalent drive conditions - so in this sense, the answer is no, they are not louder. However, if you LISTEN to the two amps, you'll find that the tube amp does indeed sound louder to your ears, in opposition to what the meter is telling you. Why?
It's tied up in the sensing instrument - that is, your ear. The way the human ear works is that it is very sensitive to the harmonic content of a sound. A tube amp is less linear (that is, has more distortion) at signal levels below clipping than a solid state amplifier. The distortion will increase slowly, and then more rapidly as the amp starts to clip. In fact, the distortion increases so gradually and is of such a benign nature that the onset of audible distortion has no easily defined threshold. The solid state amplifier on the other hand has no such gradualism. It is almost perfectly non-distorting right up to the point that it clips, and then it clips HARD.  It's easy to hear the threshold.
This sudden onset of distortion is also composed of relatively harsh sounding distortion, not like the subtle second and third harmonics of the tube amp. The human ear hears the sudden harsh distortion as clipping and harshness. It interprets the low order distortion of the tube amp as a louder sound, not as distortion. In effect, the tube amp fools the ear into thinking that its early distortion is more loudness. They therefore sound louder or more powerful than the actual measurements show are really there.
What is "Standby" for?
It was originally a way to cut down some of the wear and tear on the tubes that would otherwise be wearing out while they stood idle. Frequently you'll want to leave an amplifier on but not making any noise, like during a break between sets. The standby switch ensured that the amp would be quiet, and at the same time that the main power supply was disengaged from at least the power output section of the amplifier. This makes tubes last longer.
How should I turn it on and off?
Turn the standby switch on (that is, to the standby position), then turn the power switch on. Wait about 30 seconds and then flip the standby switch to "play". This ensures that the heaters in the tubes are all warmed up and that the startup stresses are as low as possible.
To turn it off, don't mess with the standby, just turn the power switch off. That cuts both the main power supply and the heater power, so it all simply stops and cools off. The hot tube filaments let the tubes continue sucking current out of the power supply filter caps so the caps are mostly drained of dangerous voltages.
How long do tubes last? When should I replace my tubes?
Replace them when they start sounding bad. This can be as short as six months or a year of regular gigging if you're otherwise careful with the amp, but use it at maximum warp speed in shows, or as long as several years to a decade of bedroom practice and plinking. Generally preamp tubes will last even longer.
What things will damage my tube amp, what's safe and what's not?