1. By definition, the expectation value of any observable is real. Let
P(x,t) = W(x,t)* W(x,t), which is the probability density to find the particle at x at time t, given that W(x,t) is the wave function. Clearly P is real. Let <O> denote the expectation value of an observable O. As O is self-adjoint, and/or Hermitean, and has real eigenvalues, then surely
<O> = ∫dxP(x,t) O(x,t)
is real. So any computation that yields an imaginary component to <O> is in error.
2. The rumors that plane waves, exp(ikx-iEt) cannot be normalized are without foundation -- just takes a flip or two of the wrist, first done by Hermann Weyl during the first part of the last century in a rather monumental effort. Then, Dirac made it easy with his delta function, ultimately made fully rigorous with Laurent Schwartz's Theory of Distributions. (If you have any doubts about this matter, I highly recommend the superb book, Fourier Analysis and Generalized Functions by M.J. Lighthill, Cambridge U. Press. The controversy on this issue was solved a century ago. So, not to worry.)
3. Since there seems to be a bit of a hangup with Gaussian integrals, I suggest an easier problem; one that should illuminate the entire process of determining expectation values. That is, let
W(x,t) = a exp(i(p1)x-iE1t) + b exp(i(p2)x-E2t)
and find the expectation value of p and p^^2. (If you are still confused about the normalization of continuous spectra, then use a big box to contain the system.)
4. Then, armed with the confidence of new knowledge, do the Gaussian thing in the momentum representation.
Regards,
Reilly Atkinson