It is a very nice and informative article.
I am just wondering the performance of XQuery when it uses collections to query data from several data sources(documents). Or this is the beauty of XQuery ?
That's where the difference between implementations starts to matter. Like the selection of any software, you have to consider your budget, your environment, etc., and the fact that XQuery isn't a Recommendation yet means that you should definitely take your time if you're beginning an evaluation now. See http://www.w3.org/XML/Query#implementations for a good list.