I agree it IS fun, and if you really want to do it, go ahead. I went crazy with it for a while and spent hundreds of dollars on high-end NOS tubes for my preamp. While I thought they actually changed the sound dramatically, once I experienced problems with them, and put my amp back to stock, those small characteristics that used to bother where not there. My amp sounded better too.
I have a EJ strat and a Mark IV. With the stock Sovteks in the preamp and power amp, I can get his singing violin tone and the crystal cleans Eric is known for out of one amp. Tip for the Mark IV: Use 6L6's, simulclass, triode, tweed power. All pull pots are pulled except for the presence. DON'T dial in so much treble (5 is good) and use 0 presence for Rhy 2 and Lead. Use the graphic EQ in the classic "V." With delay, it's truly inspiring. Have fun.