Volume and tone in a tube amp go hand in hand. An amp sounds differently when it's cranked and when it's on "1." Part of this may be due to a treble "bright" bypass cap (see my June 20, 2012 blog post for more on this), but putting that aside, as an amp gets louder it starts distorting, and that's where the tone resides in tube amps.
Matching the volume to the venue can start with having different wattage amps, but to my ears there is nothing like the sound of cranked Marshall Super Lead, so you're starting with 100 loud watts.
The following pages are some ideas that try to preserve the tone while lowering the volume. The simplest is to get a good volume attenuator that goes between the amp and the speakers, and dissipates the power as heat. The amp will be working as hard as it would be without the attenuator, it's just not as loud. The 3 ideas presented here try to have the amp not produce the power in the first place, and are a little kinder to the tubes and circuits.
It won't be exactly the same as playing a loud amp--the speakers will not be breaking up the same, the guitar isn't hearing itself, and your ears react differently at different volumes--but it's a good compromise. Click the subpages below for the pages.