An even faster way to save battery power--without even changing the bulk of your code--is to use a different PIC! The 18F4620 was NOT designed for long battery life. At 4MHz with INTOSC, it takes 1.3mA at 3.0v. There are PIC's that will do the same speed with only .58mA draw--well under 1/2 the power draw. With careful data sheet scrutiny, you should be able to find one that runs 1MHz with even less power.

You will almost double your battery life by going from 5.0 to 2.7v.

I have a friend who runs their systems for years on one battery... he has 8 or 9 voltage regulators in the system so each circuit is individually powered, and totally shut down when not in use. Yes, it is expensive, but it is very efficient.

You are trying to cram a V8 engine into a Toyota Echo so you can enter a stock car race... but there are much easier and better ways to do it. Your multiple oscillators just seems like more work than it'd be worth, considering all of the other options available. Especially when 18F's already allow you to run an external crystal or the internal osc.