love every minute of my 99, but here are some specific things to look out for.
A/C evaporator...its gonna go bad, they all do, mines currently leaking..$700 dealer repair. Cost of the evaportator and an entire day to pull the dash apart if you wanna do it yourself and save a crap load of money.
Window regulators....just had one of mine go out (ironically after i drove 4 hours to the beach). I rolled my window down and it wouldn't come out. Motor and regulator are one unit, so you have to replace it all...about $130 from the dealer and i'm almost certain they'll be in stock. My dealer had about 6 or 7 when I had to get mine last month. Pretty simple and straight forward to replace.
As mentioned above, you want to look at the casting on the Head. The 2000's were more noted for cracking between the #3&4 cylinders. To check, take the oil cap off and shine a flash light down there. if you see what appears to be a crusty material forming on the head inside, thats a sign of a leak. Almost certain if it's been overheated in the past. There is still arguement over weather or not this is a 2000 only problem. Some say the late 99's had the same heads. I've got a 99 that was built in September of 99, and mine is just fine. The good heads on the 99's have a casting of 0630, and the bad ones have a casting of 0331. To find this, it's locted on the outside, inbetween the valve cover and the head, about halfway down the engine on the drivers side. Really easy to see unless the engine is covered in gunk.
Turn signal switches...pretty common problem with the newer modles. When mine went out, my symptoms were left turn signal worked occasionally in the rear, and when it didn't, the hazards would come on, but ONLY on the rear signals...the front were fine. I've seen about 5 or 6 other XJ's around town of the same generation with this problem. Replace the switch when this happens and your good to go.
Those are pretty much the only 99 specific things to look out for. The gas guage is gonna be off most of the time, they're all like that. And watch the left turns when you have 1/4 or less in your gas tank. The gas will slosh around in there and starve the pump, thus causing a stall or almost stall out condition. I've gotten pretty good at restarting mine in the middle of an intersection when this happens.