Not the greatest idea on a budget level for the reasons stated above, but it can be done and in fact when it is, its often in high end kit. Panasonic had this head unit out with very little in terms of reliability issues and it was highly regarded in SQ circles for a number of years - but the purchase price was circa £1000 I seem to recall. Obviously no good for the z4 though and the tube took a little while to warm up.
When it comes to amps, if I were adamant on tube amps, then I'd be looking at dedicated car audio brands who have a reputation for solid kit. Which the Milbert fits. Its an incredibly rare piece of kit to find...Although I hope you realise it has a price to match... at last check a couple of years ago it was over $4000USD!!
Butler Audio also produced a range of tube amplifiers a number of years ago which were pretty good and much cheaper than the Milbert, but they are also difficult to source I believe and I seem to recall they were a hybrid design using the tubes for pre-amp stage only. They did have a decent reputation though. If you find one of these on the second hand market they tend to be worth £200-£300 or so.
If it were me looking at a in car tube amp, I would be looking at one specific model (which is again very rare) a Tru Technology C-7.2AT. Newer design than the Milbert, has been used in multiple reputable high end installs and by god it is a thing of beauty...
Just looks like a slab of "I WANT THAT!" :wub: :wub: :wub: Market rate on these is anything between £500-£1000 depending on condition and usage. I have heard a couple of these run off a pre-amp only denon head unit with a Dynaudio front end and phase linear flat piston subwoofer in (of all cars...) an old rover! Sounded utterly divine
In general the consensus is correct, tubes in car are not the most reliable, but for the few manufacturers that have pulled it off and are high end, the results can be bloody exceptional. All these leave the generic Rockford Fosgate/JBL/JL Audio type gear WAY behind, but most of them command a premium price, are discontinued and/or are bloody hard to find.
That said, for the sort of money you would pay for them, you could build a pretty incredible audio system. Unless you are a serious tube amp fan, financially its not particularly worth it, but the scare stories in terms of heat and reliability at the top end of the market don't really apply at all.
My personal holy grail in car audio wouldnt be a tube amp though. I would want a classic limited edition 7 channel SoudStream Davinci. absolutely stunning piece of kit. They NEVER come up for sale and when they do still fetch in excess of £1500. :? :wub: :wub:
I should probably state that I was in the car audio industry for a number of years and followed it as a personal passion for ten years if it means anything btw!
EDIT: Important point, no point in just upgrading the amp. The stock z speakers are full on pants - better to look into a amp AND speaker upgrade if you want to get the best of out it.