I see you didn't get a lot of replies here... check out the XK/WK forum and ask there as well.
Here's my take:
The XK is based on the 2005-2010 WK Grand Cherokee only slightly larger. Engine, drivetrain, chassis, all the same. When faced with the choice, I went with the older WJ Grand Cherokee which retains the class solid front axle where the XK/WK has independent front suspension. With the solid axle, you get much better flex. In that picture, a WJ would have its front tires BOTH on the ground because the axle would be able to flex enough to make it happen. I also prefer the fully-mechanical QuadraDrive I system to the WK QuadraDrive II...adding electronics to a great drivetrain just adds an element of unreliability with no real performance gain.
Compared to the rest of the vehicles you listed, you will probably have better offroad ability except for the Cherokee. The XK is just too big for 90% of the trails around here and while the long wheelbase aids you in climbs, the rear overhang is huge and the curb weight is just F-ing massive.
So yeah, I chose the WJ. Not as big, mechanically simpler, great 4.7HO engine. If I had to choose between a WK or XK (Grand Cherokee or Commander) I'd get the Grand. The Commander is just too big and I have no need for third row seating (which I have heard sucks anyway). Plus, most Jeep guys I know point and laugh at Commanders and point and laugh less at Grand Cherokees
Mileage is going to suck. I would expect 15 mpg average.