Basically WK(Grand Cherokee) and XK(Commander) are identical suspension wise. I know there's a few Wks out there on 37s, so I would assume you can do that with a XK. Hemis are where it's at. The mileage difference isn't huge between the 3.7, 4.7 and Hemi. Now 4x4 systems I'm not too sure of, but I believe Hemi equipped models have an electronic locker in the rear.
The KK and KJ are the next model down. Slightly smaller, and slightly cheaper. KJ is the older model of the Liberty, it ran from 02-07. KK ran from 08-12. Basically they're very similar, the rear suspension is different on the KK. The 3.7 isn't the most powerful, but it gets the job done. The KK also seems to get slightly worse mileage than the KJ. Both are limited to about 4" of lift. The KJ has a 6" kit, but it's just the 4" with a 2" cradle drop.
Basically if you're between a KJ and a KK it comes down to which body style you like. Some KJ years were know for bad window regulators, not sure which though. And the KK has a stronger front diff.