Exciting key news!
The other day I received a message on the dashboard saying "Replace key battery". I used the online manual to see what was what. The key has one CR2025 battery in it. To get to the battery pull the blade out of the base of the key and push it into the slot next to the blade release button. This pops the cover to reveal the battery. You don't need to go to the dealer or have it recoded - thankfully!
One thing I didn't know - if you press the lock or unlock button on the key, a small red LED should light at the top of the key. If it doesn't light, your battery is getting low, so worth checking as I don't know how much longer the battery lasts once you receive the dashboard warning.
I bought a spare battery to put in the glovebox for future use as my car is only 18 months old, so the battery has not lasted very long at all. I have read elsewhere that if the key is often within range of the car it reduces battery life as the two are constantly "talking" to each other. I don't think that is the case for me, but I might do some experimenting to check as that is when keyless cars are vulnerable to attack from laptop equipped scoundrels.