> centrifugal blowers, which make a hell of a lot of noise.
> used steam cooling or distilled water....,
There are several ways to cool over-hot tubes. Each way requires a different tube.
Good old radiation through glass.
Run water through the plate. Plumb it like a car. Since the plate is high voltage and safety/sanity demands the pump and radiator/drain be safe to touch, you put in a couple lengths of glass or ceramic pipe, and use highly pure water (which is a remarkably bad conductor).
A variation brings in liquid water and flashes it to steam. The inlet pipe can be a little smaller, the outlet has to be much larger. I'm not sure that steam allows a higher power density than pressurized water. Have to hit the old boiler-books to figure that out. The main advantage may be that you could run a steam engine on the exhaust, which may be more entertaining than most music.
Fins and fans. Lots of air. Since these rigs are usually out in a shack, they design so that rated dissipation can only be reached if you blow until it whistles. Sometimes you can de-rate and blow less hard.
Conduction cooled. Like transistors. You are responsible for carrying the heat away. Huge passive heat-sink, sink+fan, water-block as used in hot-rod PCs.... your choice.
> plain old transformer oil .... even Diesel
Never heard of using oil. It could work. Oil won't generally take as much heat as water, so you need to check that before oil-cooling a tube made for water-cooling. Oil that has been exposed to air is not a great insulator. At kilovolts it breaks down, makes gas, leaves carbon-tracks to encourage more arcing. In big transformers, you fill with oil, short the HV winding, put a low voltage on the LV winding, and let it cook a few days to boil the water out. That's why PCBs were such great stuff: they didn't have as much trouble with water.
> what the cheapest appropriate fluid would be?
For an air-cooled tube: air. Liquid Nitrogen would crack the seals, most liquids would give local over-cooling and stress. Just blow on it. If you need to blow quietly, use a bigger tube and de-rate, or don't air-cool. It's like the VW Beetle: great in many ways. Cheap, lightweight, don't have to drain it in the winter, won't leak on the carpet. But if you have a lot of power in a small space, the fan will be loud.
For a water-cooled tube: nothing beats water. Carries the MOST heat. Not free: it's gotta be very pure, the plumbing has to be very good. If you get things really quiet, you need to add alarms: water stops, tube dies fast.
Conduction cooled, IF you can get the appropriate insulator, has promise. A practical passive heat-sink may be obscenely large, but a water block and car heater core could work with plain water (add a dose of Prestone for anti-corrosion). Or even a dead-loss system, trickling water from domestic plumbing to a drain.