I need to change the shock suspension on all four corners. How do I change them out?

 

Unscrew the bolts where they are being held, simple. The front are in the engine bay.

 

Ah, you have an older XJ and you live where there's snow. Get the PB Blaster, torch and brush up on your bad word vocabulary. You'll be using all three.

If the hardware looks rusty, soak it for a few days before wrenching..particularly the upper mount on the rears.

 

And when those upper rear mount bolts shear off...
Be ready to spring for a set of aftermarket rear upper shock mounts from Karnage Off-Road on Ebay. Great product and well worth the investment. there's a write-up on fishing new upper bolts in, and that will work, but having done both, I feel the Karnage upgrade is about 1000% better than fishing new bolts through the old weld nut holes.