Can't you buy authenticators for $9.99 USD still?
I bought mine for FFXI a few years ago, and never used it. Decided to put it on my Square-Enix account last week, because of this issue, now everything works like a charm.
Yeah, I could buy the token, but SE support it's so bad that any problem with the token (broken, lost, no battery) has the potential to become a tragedy if I rely on them.
Yeah, I was always skeptical for reasons like that.
I got one in WoW as well, but WoW is much better for customer support and would "understand" if my authenticator broke or ran out of batteries and whatnot.
I was told it is possible, if you ran out of battery, to just pop it open carefully, and replace it with a watch battery, but it's probably not a smart choice to do.
The WoW authenticator and SE authenticator are made by the same company "Digipass" and they say the battery can last 7 years minimum. So if you trust that, I guess the only thing to worry about would be losing it or breaking it.