Oh yeah, it's just as easy to reset your BIOS with the new processor in, as it is to do it with the old processor in.  And you can't hurt any of your equipment by not doing it before you start her up with the new processor in.  It's just that if you'd pull the battery out before you even started changing processors, you could install the new processor, pull the motherboard and install your heatsink, then by the time you had everything back together, the CMOS would be cleared, and you could put the battery back in, and be on your way.