Using the standby switch helps maintain the life of your tubes and amp. Turn on the power switch and leave the standby switch at the standby position. Wait about 30 seconds or longer before switching on the standby switch to the on position. Some tube amps have a single switch: off, standby, and on. If your amp has a power switch like this, turn the switch to standby first and let the amp warm up.
Instead of turning your amp completely off during a break between playing, put the amp on standby. This will keep the amp hot and will help the life of your tubes.
When turning off your amp, you can turn off both standby and the power switches off at the same time
Be sure the speaker or speaker cab you're using is the correct impedance for your amp. Never turn on a tube amp without a speaker connected. - This will cause damage to your amp.
If you play your amp at moderately high volumes often or for long periods of time a good set of tubes could last over a year. If you use your amp less often at lower volumes the tube life can be several years. Tube life depends on the tube(s) and how often they're used.
Depending on the tube amp, it's a good idea to get your tube amp biased after replacing your tubes. Some smaller, lower wattage tube amps have a fixed bias, like the Fender Blues Jr.
Generally this is neither good nor bad. The blue glow in tubes is often just a reaction to the gases inside the tubes. Typically if the blue glow in the tube isn't excessive, there probably isn't a problem. Tubes tend to glow orange or sometimes blue. A red glow could mean the amp is overheating.
For a detailed reference on tube amps and how they work, check out the Tube Amp FAQ by R.G. Keen.