Yes, I've experimented with different tubes with good results. I am of the opinion some modules prefer some tubes over others. Put another way, it's an easy tweak you can do to each module to get it one step closer to how you think that particular module should sound.
+1 on that. This is your at home mod shop. I find amazing, subtle, but still significant changes in just moving different types and brands around. For example in my set up my XTC module was always a little bighty. Combination of EH in V1 and JJ in V2 = cool tone. I have used the following tubes to do all kinds of things to change sounds.
NOS GE 5751 (%75 power of 12AX7) - good at giving a mod a more vintage feel. Lowers gain obviously. XTC EG3 for mid-gain crunch.
EH - The norm.Bruce and Frank put these in their mods standard. Must be a reason.
JJ - To me does different things to different mods.Good tonal option.
Very Old Telefunken - Unbelievable clean tones. DLX.
I really want to get some Tung Sol 12AX7. I love their power amp tubes.