Some rectifiers are sensitive to orientation. 5U4 and 5Y3 want the line between pins 2&4 to be vertical when the tube is mounted horizontally fer example. What's the amp?
Just to elaborate on what the others have been saying, the 12AX7, EL34, 6V6GT, 6L6GC and 6BQ5 (presumably the EL84 as well) are all specified to be mounted in any orientation. GEC's datasheets recommend that the KT88 should have pins 4 and 8 in the same vertical line when mounted horizontally, and that the KT66 should have 3 and 4 at the top. I can't say empirically if there's any reduced lifetime from running tubes one their sides, but that would also probably have a lot to do with the amp in particular... What kind of amp is it?