I have had both, and loved my '94 XJ. But I'll tell you, my JKU's are the best jeeps I've ever owned - and I've had a YJ, XJ, TJ, JKU ('07), WK2 hemi 4x4, and now a JKU ('16). The JKU's were always sport or sport S models.
For the $10k difference, you can make a JKU perform like or beyond a JKUR for pennies on the dollar. I have upgraded my sport S to Red Rubicon shocks and 19/60 coil springs, for about $150. CraigsList and Jeep clubs/forsale forums are your friend. If I put in lockers, I'd have near Rubi funcationality. I have never needed them, for the wheeling I do, Jeeps 'BLD' works fine for me.
About the only thing that's $$ is an electronic diff disconnect, which is like $1700. I'm too cheap, I'll just put in a quick disconnect kit - in fact, that's next on my list.
But for all around driveability, practicality, etc., I'd buy the JKU. But I'd keep the XJ if I could... and buy the JKU.
Here's my JKU, btw! 2.5" lift, shocks, springs, spacers, and tires (35"s) for <$1500!!