fire spark in 5AR4 rectifier tube for PrimaLuna Pr

The tube is more than likely bad. If you turned your pre off immediately, your equipment is probably ok.
When you buy the next set of tubes, make sure that they've been tested. Good luck.

5AR4's are one of those tubes you should keep on hand. A weak one usually shows up during the turn on transient. Some are more rugged than others and the various brands can have an impact on the sound quality.

I tried switching the tubes, and the spark appears on one of the tube, so, it is in fact the tube has gone bad.

So, now, can I just replace one or do I need to replace both with a matching pair?

just replace the bad one...they don't need to be a matched pair. Although I'd probably replace the pair w/a nice pair of matching NOS & then keep the good single for a backup. enjoy!

Just a little FYI; The best sounding, most reliable and longest lasting rectifiers out there, are the Blackburn Plant, Mullard tubes(the earlier the production-the better). Unfortunately, do to all of the aforementioned facts; they are also the most expensive. ie:(http://www.ebay.com/itm/Mullard-Blackburn-Branded-Amperex-Bugle-Boy-GZ34-5AR4-Rectifier-Matched-Pair-/220910480753?pt=Vintage_Electronics_R2&hash=item336f4a6d71) (http://www.ebay.com/itm/vintage-Mullard-Blackburn-5AR4-GZ34-NOS-Hi-Performance-rectifier-tube-/200687014748?pt=Vintage_Electronics_R2&hash=item2eb9e0d35c) (http://www.ebay.com/itm/NOS-box-Mullard-GZ34-5AR4-double-halo-tested-1958-Blackburn-never-used-/120827434079?pt=Vintage_Electronics_R2&hash=item1c21e0545f) Personally(being your preamp is a dual-mono design), I'd replace both rectifiers, with a matched pair, to insure a balanced presentation from the two channels.

Yes, mullard blackburn tubes are too expensive. Any cheaper but good NOS alternatives? Also, if I don't want to spend too much, is it still worthwhile to get 1 Mullard Blackburn? Or better to get a match pair of new stock?

GE, you can drive nails w/them, try Jim McShane Tubes or Andy at Vintage Tube Services.

OMG, the 5AR4 must be extremely popular. They are so hard to find and so darn expensive. It seems I need to buy one JJ to replace it for now so I can start listening to music, it may take me a long time to score a pair of NOS.

If you are only replacing one 5AR4 make sure it is the same brand as the one you already have.