I found a list for the steps to take when powering up a new tube amp for the first time at 18watt.com. The origional post is here.

Before the first power up
# Trace entire circuit with hilighter
# Measure all resistor values
# Test all ground connections to each other
# Check all tube connections for poor solder joints
# Cont test adjacent pins on tube sockets
# Check all OT wire colours & connections
# Check all PT wire colours and connections (measure winding values)
# Check all ground connections (from the leads)

First Power Up
# tubes out
# output with dummy load
# on standby
# use variac slowly to bring filter caps up (for SS power supply)
# power on
# check voltages to transformer, heaters
# check voltages on rectifier tube – compare against schematic

Second Power Up
# rectifier tubes in
# other tubes out
# output with dummy load
# use variac slowly to bring filter caps up (for tube power supply)
# power on
# off standby
# check B+ voltages
# compare to schematic

Third Power Up
# all tubes in
# output with dummy load
# power on
# off standby
# check tube voltages – compare to norms.
# Also check line voltage.

Sound Test
# test with signal generator or guitar
# Exercise all knobs
# Exercise all jacks

Pre Burn-in Adjustment
# Adjust Bias on pre-amp tubes
# Adjust Bias on power tubes
# Calculate power tube plate dissapation