Some things I have read;
Warped Rotors are NOT what people envision in their head when you say it. They envision the disc of the rotor actually bends or twists, which is actually called "tuliped", and rarely ever happens. Warped rotors are rotors that the surface softened enough that it deformed, usually getting the rotor to hot, that the metal softens enough that the great pressure on rotor from the calipers/pads actually pinches the metal in a bit and the surface is uneven.
I've read the biggest cause of warped rotors is often after a hard stop or long brake application, like down hill, when the rotors are really hot, while sitting at the light, the driver applies way more brake pressure than necessary to hold the vehicle at a stop. That continued pressure on one spot of the rotor, while its really hot, will allow the relatively softer metal (from the heat) to pinch in and produce an uneven surface.
Yes, I've read that uneven torquing of the lug nuts can warp rotors, I "think" it is the number 1 cause on some vehicles (because of their rotor/brake and wheel design), NOT the number 1 cause on all vehicles. I don't know if this is the case with the XJ or NOT, either way the advice about making sure lug nuts are evenly torqued is perfectly valid.
Tempering metal, changing its hardness, etc involves heating the metal till its soft and then cooling it with carbon present, etc. Guess what is happening when you overheat your brakes, all those conditions are present. So its possible to actually develop "Hard Spots" in the metal surface on the rotor. That can affect the pads and the friction, it can wear unevenly and/or cause pulsating in the brake pedal, etc.
I had a problem with pulsating pedal in my mini-van and one pad on one rotor always tilting as it wore, making the problem worse. Even after turning the rotor, it still did it. There was a dark spot on this one side of the rotor as well. I was considering a new caliper, but a new rotor cured the problem and it has never come back. I suspect the dark spot on the rotor surface was a hard spot, either from overheating the brakes or it might have been a metallurgy defect during manufacture.
In short, turning the rotors can cure a lot of brake problems including warped rotors, it might NOT, and you may need to replace the rotor. If you warp the rotor, it could develop a hard spot that goes below the surface, it might NOT, so turning the rotor to give you fresh flat surface may work, it may NOT, there may still be a hard spot in the metal that will have a different friction co-efficient and wear unevenly.
Considering that in a lot of cases, the turning service for a rotor often costs more than half the cost of a new rotor, its probably just worth it to replace the rotor, NOT turn it.