In my short time in owning a S.E.X. Amp I've found it responds very well to changes. If you are looking to tailor the sound, consider different coupling and parafeed caps first. I was very surprised at how much of a difference in sound they can make. Two other things to consider are grid chokes and replacing the last power supply cap (22uF) with some type of film cap. I have done all of these to mine, one at a time and am startled at how good it sounds now. By far the easiest and largest change in sound has came from trying different parafeed capacitors.
IMHO, I would stick with the stock Bottlehead iron and tailor the sound to your tastes with the above mentioned mods.