A/C Noise

When I start my XJ cold, and turn on the A/C, it squeaks for about 15 seconds and goes away. Any ideas what it could be?

Your serpentine fan belt is either loose or has gotten old and hard. This is a common problem. After it slips for a few seconds, the belt gets hot and starts to be more sticky and slips less. Either way, you need to either get it adjusted or replaced. Letting it go on for an extended length of time will yield a broken belt. With a serpentine belt, you lose power steering, alternator, and water pump. In other words you go a few hundred yards and the engine boils over.

I´ve had my belts, get a coating of anti-freeze or oil on them, seems to make a crust that squeals, especially when it´s cold. Worse when the temp. gets below freezing.
Have used a silicon spray (Shell), designed for RUBBER window gaskets and such, that softens up the belt rubber a touch. I sprayed the belt , ragged it down in sections and sprayed it again. Never seemed to hurt much and stopped the squeal at start-up or in very cold weather.
Some silicon sprays, warm against use on rubber, read the label.
The silicon spray was about the fourth or fifth try, of various cleaners and sprays, until I finally found something that seems to work.
Like Old man said, tension is also important, belts relax some with age.