True regarding price. To get good quality valve amplification isn't cheap and even at the higher end of the spectrum, many will revert back to solid state because of the additional control/power.
Personally, I find the best place for tubes is in a preamp, so you can still let SS do the donkey work on your speakers.
If you want to dip your toe in without spending too much, I can thoroughly recommend a tube buffer. These are unity gain devices (i.e. same input and output voltage so won't affect volume) which you simply connect between your source and amp (in this case, you'd connect it after your CD player and then into your amp input) and they give you a bit of a taste of the valve thing, without going crazy.
The Musical Fidelity X-10D can be found regularly on ebay for around the £100-£150 mark. They are pretty old units now though and due to cult status are a bit over-priced for what they are. There are plenty of 'modded' examples out there too, with upgraded capacitors and the like.
The great thing about the X-10D though is that they use the 6922 family of valves, which gives you loads of opportunity for tube rolling (any 6922, 6DJ8, ECC88 or E88CC valves will do).
A popular chi-fi alternative would be the Yaqin SD-CD3 buffer:
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Granted, buffers aren't the same thing as a proper valve amp, but if you like that warm vinyl sound, you may be very pleasantly surprised at what one can do in your system and it is a fun way to try them out without breaking the bank. Who knows, you may even get your MA speakers back sounding non-fatiguing.
It's all in the even order harmonics so they say.
In fact, if you live in the East Midlands area, I might even be willing to bring one over for you to try!?
But be warned, valves are a slippery slope and as you correctly pointed out, decent valve amplification doesn't come cheap if that is where you end up heading.