A document on the MSDN website that has helped me catch-up is called ‘SQLXML Best Practices for Performance’ and it can be found at
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dnsql2k/html/sqlxml_optimperformance.asp.
The white paper includes lots of nifty tips and tricks for developers to improve the performance of SQLXML. In addition, the white paper also includes a sample application that illustrates and models lots of best practices for coding and design.