If I have Baron out and someone tries to Switcheroo one of my units, after the Switcheroo does my unit get the new might plus the +2 from Baron?
Yes — your unit keeps Baron's +2 after the swap, but it's already baked into the swapped number, so you don't get it a second time.
Baron's "+2 to other friendly units" is a passive ability, so it keeps applying after Switcheroo resolves (passives don't snapshot). Switcheroo swaps the units' current Might — which already includes Baron's +2 — and applies a fixed +/- modifier for the turn to achieve those totals. So if your unit was at 5 (3 base + Baron's 2) and the enemy's was at 4, your unit becomes 4, which is the enemy's pre-swap Might with Baron's bonus still active (3 + 2 − 1).
One nuance: the swap modifier is fixed for the turn, so if Baron leaves play later, your unit would lose the +2 and drop accordingly (FAQ #2144, #645).