As equipped from the factory the XJ is one of the most capable off road vehicles ever produced. You best approach is to buy it, put a good set of LT235 BFG AT/KO's on it, gas tank skid, rocker skids, transfer case skid, tow points front and rear then go from there. A note on tow points, the XJ has a uniframe, it's not very thick like a TJ or YJ, it needs special adapters that go inside or alongside the frame, inside for the rear, along the frame for the front, the hooks attach to those adapters. If you were to bolt hooks to an XJ frame you would rip them out the first time you used them.
Alternatives: Rear tow point, Tomken rear bumper with built in 2" receiver, you still need the adapters that go inside the frame rails, same with a tow hitch, both will work equally well except the tomken bumper won't dent
Front tow point, factory adapter plates and a set of hooks, front bumper with D ring tabs, several make adapter plates, just do a search on 'front bumpers' and 'rear bumpers'
Rocker skids go under the doors and keep your rocker panels intact, they bolt to the frame rails and the pinch seam under the rockers, you can slide over rocks.
The rockier the area the more important armor becomes. Also consider a oil pan skid plate.
33" tires are going to require a lift kit, 4 inches and maybe some fender trimming.