If buying a beater to commute in is out of the question, and I'd imagine funds are tight since you're trying to save a few bucks on fuel.
Here is what I would do to save fuel if I had your XJ;
1. Maintenance. Have you done a recent tuneup? Checked for any vacuum leaks, exhaust leaks, alignment or worn steering components. Condition, pressure, and type of tire.
2. Lose weight. Take out anything not necessary. If you rarely carry people in the back seat, take it out and leave it in the garage until you might need it. Are you comfortable trading your spare tire for a plug and patch kit.
3. Drive to save fuel. Here are 108 tips on saving fuel;
EcoModder. Take a look around that site too, it's pretty informative.
There isn't going to be a magical part you can buy to get better mileage. Gearing will help, but with only a 31" tire your return on investment wouldn't be worth it for years. Also if you are gauging your mileage off of your odometer, unless you corrected the speedo, it's off. A new speedo gear is under $50 and would probably be a good idea.