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I don't post here much but I thought this might be of help to someone.
I have recently bought and fixed an XFR, it only came with one working key. So at the weekend I thought I would try my code readers key programming function to add a new key (blank key from ebay). Result is two 100% working keys. I had google it before hand and didn't find much useful advice other than to call a lock smith or to use the JLR software which I don't have.
I've owned it for 3 years, free updates for life on my unit (not sure on newer ones) and I have used it on this XF, my L320 Range Rover, other halfs Fiat 500... even my old VX220 its more than paid for itself. Key programming was slightly stressful, as it first erases all programmed keys, you then follow instructions to add the keys back in (Remote programming not smart key programming on the options page).
The pull out blade is currently uncut but I'm sure my local key place would be able to copy my original.
Just to add, I'm not at all associated with Xtools, I'm sure other devices will also do the same, this one just seemed good on the features/price scale and can talk to all the other modules plus do a lot of the special functions - word of warning though, do not use it to do the ABS bleed procedure, there is a bug where it runs the ABS pump LAST not first so I sucked a load of air into the system and had to spend a stressful hour with a pressure bleeder a day before a trip to here:
Hope that helps someone! Should also work on other cars with the same style of key XK etc.