Although ground rods are not a bad idea, many (I would say most, but I don't really know the statistics) local codes allow grounding to the copper water supply pipe. Many feet of copper tubing 3 - 4 ft under ground certainly contacts more earth than a 4 -5 foot rod. In very dry areas, deeper might be better for the moisture content. You do not need earth ground to have a complete circuit. The current flows through wires from the power company to your house, not through the ground. Static electricity is a possibility. Lightning rods discharge current to ground even when there is not a flash and boom. Other possibilities are socket(s) or light fixture(s) wired in reverse, or significant leakage to ground in some load. You could unplug and turn off everything and connect/turn on one at a time while measuring voltage from your ground buss to the pipe (or rod). GFCI outlets and breakers protect against the case where there is sufficient current flowing to earth ground that there is a possibility of dangerous voltage on the supposedly grounded (zero potential)housing of the appliances/tools. BTW - a spark tends to indicate that the pipe is indeed acting as earth ground. In any case, you should consult with your power company and/or electrician and be safe.
Sparking Ground Wire
"My electrical panel in my house is grounded to my cold water inlet. I replaced the worn clamp to the pipe and noticed a small spark when I touch the ground wire to the pipe. What could be causing this. My understanding is that the ground should be dead and should have no current. Any suggestions?"