The computation can be done alternatively in the Bargmann representation of the harmonic oscillator.
In the following, the required inner product evaluation will be described in this representation.
In my opinion, this method is computationally superior as well as many other advantages.
This method is based on the isomorphism between the Hilbert spaces $L^2(\mathbb{R})$ and the Bargmann space of analytical functions on $\mathbb{C}$ with respect to the inner product
$$(f,g) = \frac{1}{2\pi}\int_{\mathbb{C}} f(z) \overline{g(z)} \exp(-z\bar{z})dz d\bar{z}$$
(The isomorphism is given explicitely by means of the Bargmann transform)
In the Bargmann representation, the creation operator is representaed by the multiplication by $z$
and the anihilation operator derivative with respect to z and the vacuum state by the constant unit function
(and, by the way, the energy eigenfunctions of the harmonic oscillator by the monomials $z^n$ - up to a normalization).
Thus the $\alpha$ coherent state is represented by:
$$\psi_{\alpha}(z) = \exp\left(-\frac{|\alpha|^2}{2}\right) \exp(\bar{\alpha}z) $$
and the inner product is therefore given by:
$$(\psi_{\beta},\psi_{\alpha}) = \frac{\exp\left(-\frac{\left(|\alpha|^2+|\beta|^2\right)}{2}\right)}{2\pi}\int_{\mathbb{C}} \exp(\bar{\beta}z) \exp(\alpha\bar{z}) \exp(-z\bar{z}) dz d\bar{z} = \exp\left(-\frac{\left(|\alpha|^2+|\beta|^2\right)}{2}\right) \exp(\bar{\beta} \alpha)$$
The integral is easily evaluated by coordinate translation and square completion.
This example is a prototype of quantization in Kahler polarization.