There are many kinds such as harmonic, intermodulation, parts distortions which manifest themselves as smearing, veiling, lack of dynamics, glaze etc. As a very general rule of thumb, IMD is generally 3 to 3.5 times the harmonic distortion figure. Try to get a component with as low a distortion as possible. Tetrodes, Pentodes can be wired as true triodes as IDT page demonstrates. Be careful the entire magazine review is printed in the brochure or at the website.
Some companies leave out the negative portions of their reviews.
Sonic qualities of parts in general. Different brand and types of capacitors also have different qualities, sonically. Let's look at non-measureable distortions caused by design. The more total stages, the more sonic interactions occur from stage to stage through the power supply. If the rectifier or line cord makes a sonic difference, obviously the filtering system isn't doing its job.