"Is there a good way to update my prices in my html pages from a database without changing them to another file format like asp or php"
You could always enable ASP or PHP parsing on your exisiting .html files, and just add little nuggets of server-side code in the price sections. It's not the best way to take advantage of the power of ASP/PHP by any means, but it's the path of least resistance as far as search engines are concerned.
"Is asp less SE friendly than html or is it how asp is used, what are the issues in using it right."
The browser, and therefore the search engine spider, should only see HTML. The ASP code is parsed on the server, and should be transparent to the client.
"If I do switch to an *.asp structure how do I minimize the SE transition time."
See above. However, are you running your own server. If not, can your host enable ASP without moving your site? I'm assuming your hosted on a Windows box if you're considering ASP? This is going to be the biggest issue. You don't want to have to move your site if you can help it.