The answer to your question involves the shock valving more than it does the brand of shock. I'd eliminate the OME right away because it's not a monotube shock like the rest are.
The 5150's only come in one valve setting, which is 255/70, and most that run them are pretty happy with them. That is a very good valving for the rear, the front could be a tad stiffer but unless you really haul ass you'd probably not notice.
I really like the Fox shox, they did specific valve testing based on the application, and I think it's pretty close. I don't know that they did specific testing for an XJ, but they did for a TJ and it should be close enough to work well on an XJ.
The RE shocks are valved specifically for the XJ, but I don't know what ride and handling they were going for. A cushy street ride might leave them a little soft for go fast stuff.
The info on the 5150's is all over here if you do some searching. I'd call Fox and RE and ask them about what their particular shock was valved for, you might learn enough to be comfortable in which way to go.
Bottom line, for what you are likely to do, you'd be happy with any of the three.