IMO - "classic" (C)LCLC filter after (tube) rectifier has large ripple attenuation and a good regulation, especially that "average" current "draw" from SE amp is a pretty much constant. The most benefit from regulated supply is probably a very low output impedance (rel. high impedance from "classic" supply has influence on sound and even loss of power - PS imp. is in series with output tube). But, is this worth the hassle to build the (tube) regulated supply...hmm?!
Another possible solution is using of BJT or Mosfet transistors in a simple regulator, in fact only a ripple filter/low imp. out device, with small voltage drop through it, say 10-20V.
My favorite scheme is to use shunt regulation with a CCS on top of gas regulators. This is simple and extremely effective. I try to pass 2 -3 time the circuit current through the shunt. I've had this make a remarkable difference in the bass quality in particular. A shunt would be harder to do in an output stage, but easy in driver and preamp stages. I do bypass the gas tubes with a teflon cap, something around 0.1uf or so seems to do fine.