I'm having the same problem with my '97. I'll charge it and then it will be dead the next day. It has been hell to research online as opinions are many but solutions are few.
Here is what I've learned... if the alternator has a bad diode, it will drain the battery and the longer you let it go, the quicker it will drain the battery.
So, I charged it up (for the umteenth time) and my son drove it down the driveway where it just died. Nothing. I pulled my truck next to it and jumped it and it started back up only to die again as it was pulling up to the house. I have an Optima red-top in it and after fully charging it, I was able to drive the XJ onto my trailer and haul it to AutoZone in town. The counter monkey said the battery was fully charged and ok, but the damn thing wouldn't turn over. It would click once and then silence. Nada. I'm going to replace the alternator as that seems to be the next logical step. To recap, the XJ has power to everything (interior lights, radio, etc.). It will start with the battery fresh off the charger but won't drive a 5th of a mile before cutting out. If the battery was bad, it shouldn't hold a charge. I'd say battery first, but I pulled a new battery (that came in the xj when I bought it) out after experienceing the same crap and replaced it with the Optima from my TJ. Also, what you describe seems like the same bs. All relays and fuses are good and it seems like there is a constant drain on the battery, so I am thinking (hoping) it is the alternator. Seems like there are several threads on the various forums that indicate the Cherokee, by design, had a weak alternator.
Hope this helps!