Frame numbers, yes with Xpresso. Wire a Time node’s ‘frame’ output to the ‘Text’ input of a text spline. Put this in an Extrude nurbs with zero ‘movement’ so that it’s caps only. Child that to your camera if your camera is moving. Probably also possible with the Heads-up Display.
To cancel a preview, hit make preview again, then hit cancel. Give ‘make preview’ a keystroke (it’s command-r for me) and make your life easier.