I don't believe that Xenon's are any more susceptible to shortened life spans from being turned on or off than traditional headlights (and certainly the wiki doesn't mention this either). Xenon's are backed up by halogens for "flashing" not because of reduced life, but because Xenon's take too long to "warm up" and therefore cannot be used for "flashing".
Xenon's last much longer than Halogens, between 2 and 4 times longer, depending on the types of globes being compared. But yes, Xenon's are significantly more expensive to buy - especially in Australia where supply is not that great. You're best to purchase ahead of time and import from Europe or the USA (Europe is probably better, since the USA is not a huge user of Xenons either). But with 2000 hour average service life, you probably wouldn't need to do that for quite some time yet....