If you want a car that is cheap to run on parts and fuel get a Corolla or a Camry wagon.
There are several posts on this site about installing LPG in the model you are considering. An excellent system would set you back about $5K and it will give you no problems whatsoever (direct injection). That price is of course before the govt rebate. You can get much simpler installations and save money, but that is often when the issue of the o2 sensors come into play.
There are a truck load of XJs on the road so second hand parts are easy to find. There are also a good number of aftermarket suppliers who import directly from the USA so you can save some cash there. My local AutoPro store stocks a lot of XJ parts too.
If you are still unsure, keep reading the posts on this site. We spend a lot of time discussing the costs and fixes we are doing to our Jeeps. What you are unlikely to find is a lot of posts saying how bad Jeeps are!
Enjoy
TheOoz