Blew my first tube, what next?

I was wondering what would happen when I finally blew the first tube in my Audio Research LS-25 preamp. It happened tonight. What do I do next? Do I replace them all? Where do I get them? What tubes will give me the best sound?
If it were my amp, I'd replace them all, with every stage matched as closely as possible, with the best NOS tubes that are appropriate for the amp. Keep the others from the original set as "emergency spares". Make sure the tubes are low in microphonics, because preamps are the place that is very sensitive to microphonic tubes.

You can try Audio Research for spares, but they won't be NOS. Some amp makers don't recommend NOS tubes for their amps. Vacuum Tube Valley, Vintage Tube Services, Upscale Audio, Angela Audio, etc. are some places to find tubes.
If you don't go with TWLs advice, probably the second one.
you will find lots of tube advice on AA in the tube asylum including some fairly comprehensive reviews of various NOS tubes. I don't have any experience with your pre-amp, but the used CCas I just bought sound glorious, if the AR uses 6922/6DJ8/E88CC type. I also have been happy with Amperex 6922 PQ NOS which are cheaper.