I always find that using lower gain valves in the preamp sounds dull and lifeless - YMMV.
In a 5w amp, you're never gonna get headroom for gigging - its an amp designed for cranking the sh*t out of to get natural amp overdrive.
You won't be able to swap in any other output stage valve as the EL84 uses a 9-pin base while every other popular valve used in guitar amps uses an 8-pin base. Additionally, almost every other output stage valve requires more heater current (0.45A 6V6, 0.76A EL84, 0.9A 6L6, 1.5A EL34) so you'd need a new PT to deliver the required current and a new OT to deliver the extra volume.
All in all, you'd be better off getting another one of those amps and running them together if you want more volume.
Lastly, what speakers are you using? - more efficient speakers and a 4x12 will make those 5 watts go further.