If the dent in the door isn't too bad, you might be able to remove the inner door panel and knock it back out yourself. The rocker is more difficult, since you don't have access to the back. A shop would weld studs to the outside, then attach a sliding hammer puller to the studs and pull it out that way -- if it's not too bad.
J.C. Whitney sells replacement rocker panels for the XJ. Your best bet might be to just cut out the old one and replace with new sheet metal. The piece will cost you about $35 from JCW, IIRC. If you have a friend with a welder, it should be a simple job.
JCW also sells replacement door skins for the XJ. I've never replaced a door skin, so I don't know how difficult it is to do. Just one more option to consider.
Whose fault was the accident? If the damage was to the side of your vehicle, it sounds like the other driver may have been at fault. If so, why are you worrying about cost? His/her insurance should be paying for it.