IMO it does not matter. It's only the power-up sequence that does (power on first with amp on standby, then standby to 'on' after at least a minute - to give the power tubes time to warm up properly before you hit them with high voltages). I do always turn the standby off first, but that's purely out of habit.
Same for any amp.
(BTW, some techs argue that leaving the standby on when turning off is a good thing if you're going to work on the amp, because it allows the filter caps to discharge. This is partly true - but I don't regard that as a reliable or safe enough way to make sure the caps are drained before I work on an amp; I always manually drain them anyway)
You say that you would power on with the amps standby 'on' then you would turn the standby 'on'.
Forgive me if I have missed something, and i'm not trying to sound clever, but this subject interests me, because Saturday I bought a brand spanking new Valve amp, low and behold Sunday it does'nt work....Why....I have no idea.
Signs of problem, when I turned it on this morning, powered up, sound okay, the ..........sound faded..............hence no-more sound.
Sorry Phil... this standby switch thing is confusing and I should have been clearer - although what I said was, depending on the interpretation of the words, exactly accurate! Lost? You may well be...
"amp on standby" means that the standby switch is in the 'standby', or amp off position.
"standby to 'on'" means than the amp is not on standby - ie is now on.
I should have read what I wrote more carefully, as it does indeed seem to not make sense the way I put it.
I'm sure that this naming issue has been responsible for serious confusion about the right way to use the standby switch.
When powering up the main switch, the standby switch must be in the 'standby' position, not 'amp on'.
If you have an amp that is powered up, but no sound comes out in either position of the standby switch, the chances are you have a blown HT fuse. The usual cause of this is a shorted power tube, and this quite often happens with very new tubes, if there is an inherent fault in the tube. Most manufacturers use new-production Chinese or Russian tubes, which seem to have a bad habit of doing this...
If it's still under warranty, you should be able to get replacements for free though.