While experimenting I discovered that it is easy not to smooth the bias supply enough. If ripple gets in, it causes a characteristic rough sound which is not terribly nice, and a loud hum too. If you install an RC combination big enough, leakage in the capacitor can make the bias voltage unpredictable. Therefore I decided to regulate the bias, using an LM337 (negative version of the LM317) Basically, the regulator supplies -45V (which is also used in the EQ stage) and you have a pot to select the bias for each tube separately.
Supplies for the op-amps are regulated too. Instead of using symmetrical +/-15V rails, I decided to use a single +30V rail, and use a spare op-amp to generate a +15V 'virtual earth'.
The raw DC comes from a simple half-wave rectifier, attached to the bias tap on the power transformer. My bias tap was 50V RMS which gave me +/- 70V DC. I had to drop the input to the 30V regulator (the maximum voltage allowed across it is 40V) so I added a Zener.
The only fiddly thing is the grounding. The ground rail which the outputs reference to is separated from the PT centre tap, to prevent noise. It connects straight to the audio circuitry ground instead.
The current draw is only about 10mA, so the regulators don't require heatsinks.
P.S. The regulated bias supply is a great retrofit to any valve amp. If you don't need to power op-amps too, you can leave most of the bits out.