This usually isn't something you need to check regularly, but if you don't know if it's been done before or you're picking up a new XJ, you outta check out the condition of them.
The caps from one of the coils.
Hold the base of the wire with one hand and unscrew the cap with the other. Leftie-Loosie (you knew that already).
Here's the screw end of the cap
And the core of the wire. You can see it's hollow so the cap can screw into it. Sometimes the wires will get corroded and the strands start to break.
If that is the case, take some wire cutters and snip about 1/4 inch off the end. You really don't even need to do that much. Just snip a little until there is fresh copper showing. There shouldn't be any white or light blue or green dust in there. That would be the copper oxidation.
Here's the spark plug end of the cap. You can get by with just making sure that the screw is tight.
But if you feel the need to inspect the innards, be careful of the small bits. They go in the order shown. Spray some contact cleaner in the cap and blow it out with some compressed air. Do not alter the core in any way -- don't scrub it or sand it. Just blow it off and put the innards back in as shown.
Cap info in the XJ FAQ: http://www.xjrider.com/FAQ/index.php?ac ... artlang=en
Testing coils and caps with a multimeter: http://www.xjrider.com/FAQ/index.php?ac ... artlang=en
Draco is doing a fantastic job with the FAQ! ^