I just read through this thread and I'm questioning all the suggestions to mount perpendicular to the axle. Mounting perpindicular is the right way to go for crawling especially if your supsension is going to be experienceing a lot of side to side articulation type forces on the shock.
I'm assuming that since this question was posted in the JeepSpeed Prerunner section that the intended use of this XJ is for high speed desert type terrain. This terrain exhibits a lot less articulation forces on the suspension and more symmetrical up and down forces that are parallel with the link/control arms pivot. Since most of the articulation type side to side forces are limited by a sway bar and the terrain, most of the shocks pivoting movement will be parallel with where the control arm/ link mounts to the unibody. This is why on most JeepSpeeds have a lower shock mount similar to the first picture that shows parallel to the axle.
If you look at all other high speed desert type vehicles you'll notice the mount is always parallel to the control arm/link's main pivot point. Since an A arm pivots perpendicular to the side of the axle, the shocks is mounted perpendicular as well. Since a rear link of a vehicle pivots parallel to the rear axle, the shock is mounted parallel to the axle. The same goes for XJ's since the control arms pivot parallel to the axle ( for the most part... Yeah the suspension like to swing to the side), the shocks should be mounted parallel as well.
My 2 err... 5 cents worth.
-Randy