Yes, D3a is getting pricey. I recently bought thirty of them for a steal, using them in a phono stage, gotta keep an eye out for those deals. Both 6E5P and 6E6P are great tubes, they are equivalent with different pinouts. I use 6E6P in one of my DACs. A simple AC filament is fine, just make sure it is properly ground referenced, either through an existing center tap on the transformer or an artificial center tap made up of a pair of 100ohm resistors. Without the center tap, you will get noise.
There are several benefits to using the regulator, as long as it fits the design. The main advantage of a choke in a parafeed design is it allows the peak AC signal to swing above the B+ voltage due to the inductance stored in the choke. For instance, if you had a parafeed 300B amp with 400V bias voltage on the plate, the positive swing of the AC output could swing to 700V no problem with say 425V B+ above the choke (these are random made up numbers).
You can't do that with the current regulator, the B+ voltage needs to cover both the operating voltage AND the peak AC swing. So in that same 300B design, the B+ above the regulator would need to exceed 700V. This also means the regulator will get very hot as it needs to drop 300V across it to achieve the 400V bias voltage on the plate.
But in the spud design, it works great because it is a low power design with relatively small peak output swing, so 250V B+ on top of the regulator with around a 170V plate voltage really doesn't dissipate much heat and covers the peak AC swing easily. The advantage of the regulator over the choke is it provides a much higher AC load to the output tube and has much better power supply rejection compared to the choke. With the current regulator, you can get away with very little filtering in the B+ supply since any residual ripple will be inaudible across the high PSRR of the regulator. It's also smaller and cheaper and less prone to picking up noise.