In general, I won't be bothered to make PCBs, but then again, I've never tried. However, Broskie uses really thick PCB boards for his Aikido boards. They were intended to take repeated tube rolling without cracking. It seems like a good idea if you are going to mount the sockets on PCB that you use a thicker board even if it costs more.
I think I will still wire the heaters directly, even on the Aikido boards. I think the only reason why the heaters are on the board is convenience, but I'd rather not send higher current through the traces when I can just bring the heater wiring right up the the sockets.