How far do you want to go with this build? How trim is your budget?
XJ will have more support and be the most affordable build if you keep it simple followed by the ZJ, then The WJ.
They are all quite capable in stock form and have enough support to be built into great expo rigs.
I have owned 2 V8 ZJ's and now own a V8 WJ.
For a basic DD expo rig I would choose the 2003-2004 WJ they have better transmissions than the ZJ, better brakes and the build quality seems a little better. The downsides are that the blend doors in dual zone climate control models are prone to failure, if you go larger than 245 on tires you have to relocate the spare, and Parts are a little more expensive.
The ZJ is the choice if you want to mod, they respond very well to simple and affordable power mods, they also share many suspension components with other Jeeps XJ, TJ and have better options for axle swaps and other upgrades. I would choose a 96-98 ZJ with the V8 I had a 93 and a 96 the 96 was a better Jeep for a multitude of reasons (disc brakes, better engine management (SCT flash tuning is available, no EGR), improved interior). For a close to stock DD they are less reliable though.
I have never owned an XJ but several of my buddies have, they make great builds with endless support, but lack some of the interior room of the ZJ and WJ.