Matthew,

Ease your mind. The value of the internal pull-up resistor is somewhere between 20 - 50 kOhm. At 5V Vcc this means a maximum current of around 250 µA. If your application can't spare that, it probably cannot feed the controller, either.

You can connect two pins together to do the check. Make one of the pins '0', then read the other one. If the switch is closed it will be '0' as well. After you have done this check, make the first pin '1' again. That way the "wasteful" current only flows for a -very- short time.

Best regards,
Rob.