I seriously doubt you'll see CR2s disappearing any time soon. There are far more obscure battery types that are still being made (remember when half of all battery-powered gadgets ran on 9V batteries? About the only things that use them any more are smoke/carbon-monoxide detectors).
As far as pricing, other than deals on eBay, the only sane place to buy them is Radio Shack. When I needed a new set for one of my Hexars a month or so back, I went into a Rite Aid store (same place that does sterling C41 processing for me) where they were charging $15 for one CR2. Just out of curiosity, I walked across the street to the local Shack, where I was able to buy a pair for roughly the same amount. Always pays to shop around for stuff like this.
As far as taking batteries out of the camera while being in the middle of a roll of film: I've had batteries out of my Hexars for maybe five minutes at a time, and they still maintained proper frame-count while mid-roll. I don't think I'd chance leaving batteries out for much longer than that.
(This reminds me: a set of CR2s in my Hexars are good for at least a hundred rolls. How many are you getting with the XPan?)
- Barrett