Belated thanks to everyone above for the inputs and suggestions. It took a little longer than expected to trouble-shoot as I tried every suggestions, except for opening up the amp as I am a little hesitant with my technical skills.
Think I may have solved the RF problem. Here's the truncated chronology of my troubleshooting path:
1. Tried swapping the tubes first. No change.
2. Bought a power conditioner. No change.
3. Bought a couple of cheater plugs and tried it but no change. And now less hairs on my head.
4. Finally gave in and rearranged the setup, moving my components from the right of the right speaker to a location right smack in between the speakers. But this also blocked the fireplace! Hopefully I can add more tube components later to provide the heat.
#4 allowed me to introduced shorter speaker cable runs. I had ordered a pair of RF shielded speaker cables and those arrived in time. And the RF noises disappeared!!! I was in blissful audio nirvana that day until night rolled in and then the radio station signal reappeared.

At that point, I was ready to throw my laptop at the components! Didn't do it because I realized it would be an expensive lesson and the ministry of finance would not have approve.
Then I noticed the lights on the wall behind the audio components - energy saving CFL bulbs. The power outlet I used was above the fireplace and right in the middle of 2 separate wall lamps with CFL. And I turned those on, as well as others in the rooms when it got dark a while ago. I turned those off and the the RF interferences were gone!!

So, I think the shorter cable length helped. The CFL probably exacerbated the problem at night - no wonder I had noticed initially that the RF noise got louder at night.
And out of curiosity, I took the tube amp to my friend place and there wasn't a RF problem even with longer run speaker cables.

Something wrong with my house?? Not in the scary sense, I hope.
But at least now I can enjoy my music without subconsciously trying to listen out for the radio noise in the lulls between songs. Now that's blissful! So nice I am already thinking of upgrading to tube pre-amp and more powerful tube amp.
Yes, blissful indeed. Which would not be possible without the invaluable inputs from everyone. Thanks again!
