We're looking at trying to pick up an XFR. We have a F-Type R already. Am I correct in thinking these share the engine? Do the XFRs have the ZF8 trans? Anything we should closely look at? Thank you all for the input.

 

Yes, the XFR has the same engine as the F-Type R, the AJ133 5.0 V8 supercharged.
Stock tune on the XFR is 510 PS so a little shy of the 550 (now 575) PS of the F-Type R, but fairly easy to tune (eg VAP) to 600+ PS.
Very few changes over the years on the AJ133 SC but there were three important ones:
Some time around 2013/2014 the timing chains, guides and tensioners were updated to stronger/better versions in an attempt to cure the common "timing chain rattle/ stretching/becoming loose" problem which if it got really bad could destroy the engine (chain slipped two or more sprocket teeth, valves say hello to pistons!).
Around the same time the main coolant cross-over pipe (top front of engine) was changed from alloy to plastic, a backwards penny-pinching move as that plastic pipe had a seam which commonly split. A couple of years later, I think right near the end of XFR production in 2015, that pipe and others were updated to one-piece no-seam versions which were much less prone to cracking/splitting/leaking.
The "facelift" XFR, 2012 - 2015, has the same ZF 8HP70 as the F-Type R except not the same "quickshift" tune, the 2009 - 2011 XFR ("classic" or "pre-facelift") has the ZF 6HP28. But beware the early 2012 "facelift" XFR still had the six speed box so if you are looking for the 8 speed box in an early "facelift" it pays to double check.
Some argue that the 6 speed box was better suited to the XFR than the 8 speed (less unnecessary gear shifts/hunting), others argue that the 8 speed is better in every way.
Summing up you should go for the youngest XFR you can find, one from near the end of the production run, but of course that would cost a fair bit more than an early "classic" version from 2009 - 2011.

 

Thank you for the info!