I have a 1998 Cherokee 4.0L and I have been having an electrical discharge problem for a couple of years.
I replaced the battery last year and it has been fine since but now the cold weather is here, the battery is running out of juice again
I have disabled the alarm (removed the fuse), had the electrical system tested by an auto electrics specialist who said the alternator is fine and he couldn't find any major earth leaks and I've removed and replaced all the fuses.
I had the same problem with the rad fans spinning after the Jeep was switched off (as a couple of earlier posters described) and it is a faulty relay - look for the one which controls the rad fans.
If you pull it out and start the Jeep briefly it will run without the fans.
A replacement is pretty inexpensive and is a push-fit so anyone can do it.
I am going to check the wiring loom for chafing and also check my PCM connections for damage and corrosion - does anything else spring to mind for me to look at...?