I agree, caves dont have much in the way of Best Buy or Circuit City. But in a day and age where one can make videos with a cellphone, UBL holding up todays copy of "Dawn" or the Islamabad newspaper wouldnt be difficult at all. I have no inside knowledge or anything, but I really believe he died that day..
We've got satellite photos of the guy on horseback just before we incinerated the place with bombs as big as VWs. He became a 2000 degree piece of carbon that day.