It can be frustrating when you look at the back of a valve amp, the orange glow is there but you're not getting any sound. But the valve is ok right? 

Unfortunately the orange glow is just the heater element.  It's often impossible to tell if a valve is working or not by simply looking at it, there are some exceptions and we'll explore these below.

 

  

 

Left + Middle. This shows a serious heat generated fault, likely where the biasing was too hot or had drifted past acceptable limits.  If you're lucky you can catch this before it causes too much damage.  The sound of the amp will go very rich sounding and full of colour but a little brittle.  Have a look around the back and you'll likely see a valve completely glowing orange/ red often referred to as cherry red or red plating. The heat generated is caused by excess current trying to be dissipated as heat, which can get so hot it deforms the glass and can cause it to crack! 

Right. Notice the two valves here.  The one on the right is typically a 'normal' looking valve, the one on the left has a white powdery finish inside the top.  This is a sign that the valve has a crack or lost it's vacuum and air has rushed in and reacted to the getter materials inside the valve.  In order for electrons to operate correctly in a valve they need to be in a vacuum, all the air is sucked out when they are manufactured and the silver finish you see at the top is as a result known as 'getter' which is a process used to maintain and achieve a vacuum. 

 

Wondered why valves are delicate and damage easy (putting aside the delicate glass tube to begin with)

Above shows a technical disassembly of an output tube valve.  From the left to the right is as follows:

Left< Plate, beam confining electrode, Screen Grid, Grid, Heated Cathode, Heater > Right