This site has some interesting discussion on screen treatments
http://oestex.com/tubes/index.htmlI don't build with pentode power tubes much anymore, but when I did I had excellent results with adding chokes in the screen lines back in the day. I kept a dropping resistor and original bypass cap then added an additional LC section.
Even a voltage divider is a step beyond most vintage designs. Some didn't even use a bypass cap on the screen resistor.
Never experimented with hard regulation on power screens so can't make any suggestions there.
One suggestion I will make is that most series regulators have lousy impedance vs. frequency curves, which is why they so often lend a mechanical robotic sound. A good tactic to employ is use the series reg for hard voltage regulation then a MosFET capacitance multiplier for impedance buffering. The cap multiplier is a lousy voltage regulator but it will give you a nice flat low Z output.
A lot of shunt regs, even VR tubes, also show rising impedance with frequency. Gotta watch those regulators!
It seems more important to watch the AC characteristics, possibly more than the DC characteristics beyond a certain level of DC stability.