ITRCA

When I turn the key, it sounds like this video (NOT MINE).
http://www.youtube.com/watch?v=qk-ioKvNhz8

It used to do this when the day is wet and damp, but usually it starts once I tried for a couple times. Now, it doesn't come back at all and today is a rainy day.

I'm guessing it is the distributor. However, can anyone tell me how to test for spark? Can I just take out a spark plug, lay it on the engine and turn the key? Then I should see sparks? I heard that I need to ground it, but have no idea how to do it.

Should I try replacing the rotor and distributor cap first?

Any help would be greatly appreciated.

First I would remove cap and rotor, if that looks ok it could be your distributor. I had a gsr that had a similar problem a few years back and ended up being the rotor coming apart inside the dist. cap.
Cap and Rotor are easy fix so I would definetly start there.

And that fixed it, thanks!

Sure, glad to hear that it was an easy fix for you.