Tube power supplies are not normally regulated, instead there is usually 2 or 3 series dropper resistors each with a filter capacitor to 0V after it.
If you look at a tube power amp schematic there are several dropper stages, the input stage has the most filtering because any mains hum introduced here will be amplified by each subsequent stage.
Each resistor drops DC voltage dependant upon the current flowing through it and having a capacitor to ground after it this forms a first order (6db/octave) low pass filter.
Each of these filters will roll off at 6db/octave below the corner frequency (f= 1/(2*pi*C*R) (C in farads and R in ohms See
http://www.electronics-tutorials.ws/fil ... ter_2.html) which means that mains hum will be attenuated. Putting several stages in series increases the roll off by 6db/octave per stage.
This method does not waste any current but is not a regulator as the output voltage varies with the current (and mains supply voltage). Fine for preamps where the current drawn is virtually constant.
If you know the current that your preamp will draw you can calculate the total value of dropper resistor required and divide that by the number of filter stages you decide to have (2 or 3).
Or find it empirically by starting with a single high value resistor and reduce it until you have the correct supply voltage on your preamp then divide this value by 2 or 3 and replace with series resistors and add the capacitors.
Tube stages are not usually critical on supply voltage so as long as you are within a few percent you should be fine. Your HT will vary with mains supply voltage so don't try and be too precise.
The zener method is a shunt regulator, the voltage is controlled by shunting current to 0v causing the series resistor drop the excess voltage.