Since JCH is traveling, I'll butt in
I changed the speaker, the tubes, and did some billm mods on mine. The biggest change in sound came from the speaker. I used a Weber 12F150, but there are plenty of other good choices, of course.
Changing the tubes for me seems to be more about removing bad sound (fartiness, hiss, thinness) than adding good sound, but maybe that's just perspective. So far my favorite power tubes are some old RCAs - I also like the RFT ones I got from mask in the classifieds.
Mine was biased way too high, too, which made it sound crunchier, but I have Marshall for that (and the BJr. didn't hold a candle to it - it was a farty crunch) - I wanted a cleaner, Fenderier sound, so I lowered the bias by replacing the resistor that Billm tells you too, and I thought that made a huge improvement - also means the power tubes will last longer, I suppose. With the high bias, I didn't even like the RCA EL84s that much - they farted out a little (albeit less than inferior tubes) -- not to mention that I was afraid to run them that way for more than 5 minutes. With the lower bias, they do what I want - very cleanly and transparently awesome-ize the sound of the guitar. They distort a little at high gain and that's nice, too.
I did the mid-range billm mod, too, so that the mids will go down to -infinity, and that may have made a big difference, but I wasn't paying enough attention to before/after to say.
