In $K[X,Y]$, is the power of any prime also primary?

The answer is yes. Recall the following important fact:

Theorem. (Reid, Undergraduate Commutative Algebra, Proposition page 22) The prime ideals of $k[x,y]$ are as follows:

1. $0$;
2. $(f)$, for irreducible $f \in k[x,y]$;
3. maximal ideals $\mathfrak{m}$.

Now you can easily conclude with the following two facts: (a) a power of a maximal ideal is primary (Atiyah, Macdonald 4.2); (b) in a UFD the power of a principal prime ideal is primary.

I don't know what happens in general in $k[x_1, \dots, x_n]$, when $n \geq 3$. It can be proved that if $\mathfrak{p}$ is a monomial prime in $k[x_1, \dots, x_n]$ then $\mathfrak{p}^m$ is $\mathfrak{p}$-primary for all $m$.