From time to time people ask me what i use to view XPS in Linux (unfortunately my company uses them for the salary sheets and stuff like that) and my answer is Okular. So that means there is a lack of awareness of all the document formats Okular supports, so remember, if you are forced into an XPS file Okular will help you :-) And yes, it does not implement all the features of the format but all files i have seem to open fine so you know the deal, if you have one that doesn't work, report a bug and maybe then it will work in the next version
Update: BTW Okular is supposed to work (i never tried myself) on other OSes including, Windows, MacOsX, *BSD, etc but seems those people has less problems finding a suitable viewer there