With a vehicle like the XJ, which has excellent flexibility, TT's are the hot ticket for simplicity.
First priority if you don't already have it would be a front sway bar disconnect. That will greatly improve the offroad ride of your XJ, and helps the suspension keep all the tires in contact with the ground. That greatly increases mobility, which is directly related to even ground contact pressure if you have open diffs. With TT's, as long as there is some torque flowing through them, they tend to bind up pretty well. This can easily be aided with a little pressure on the brake pedal also if the going gets really crossed up, or you have a few tires on a fairly slick surface.
I have a front TT and a rear Rubicon locker (Functions like a loose TT when it's unlocked) in my TJ. I almost never use the rear locker. A little brake pressure almost always gets all four spinning, or if I'm headed for a crossed up spot, I pre-apply the brakes a little and drive right through with no tire spin. With a real TT in the back, I'd probably not need the locker at all, except for real hard rock crawling type stuff, which I don't often do anymore.
That said, if you have an automatic and you'd like a cheaper option, you could try a lunchbox style locker in the rear axle, and it would probably get you through everything you'd ever encounter in normal overlanding. I have run them a few times with manuals, and while they get the job done, I don't care for it. They bang, lurch, and pop as you go on and off throttle, and add unwanted slop to the driveline in general. With an auto, most of that is eliminated, and you're left with the only real downside as driving off the inside wheel in turns, which is OK if you're light on the throttle, or OK with a little tire slip noise if you "get on it" a bit.
As for winter driving, I think people put a little too much emphases on how anything but an open diff will make you spin out. That view assumes two things: First, that you're out of touch enough with your vehicle that you're constantly spinning the rear tires, and second, that anytime the tires spin with an open diff, only one spins. The truth is that an open diff can and will do the same thing if both rear tires slip at the same time, and either way, the real answer is that you need to brush up on your winter driving skills. Vehicle don't "spin out" because the road is slippery, they mostly spin out because drivers TELL THEM TO by reacting poorly to slick conditions.
That said, having a lunchbox or detroit locker does make the rear pretty unstable in tight turns if it's slick. That's because it doesn't spread torque during a turn, it puts it all to the slower inside tire, which easily breaks the inside loose and spins it a little until it's speed matches the outer tire. With the spinning inside tire not contributing lateral grip anymore, it's all on the remaining tire to keep you straight. If one tire isn't enough, or you spin that one too, then you're "hanging it out". If you know it happens, you can compensate, but you do have to deal with it. A LSD can still spread torque over both tires, but not as evenly as an open diff.
Sorry if you only wanted $.02, I'm evidently a big spender...
