Efficient page design question

I am working on a project where I want to pass XML data to the
browser. There are a few ways to do this, and I'd like to understand
the differences with respect to when the server sends the data.

1:
<xml id="xmldata">
<data>blah blah blah</data>
</xml>

2: (in javascript:)
use XMLHTTPRequest

3:
<xml id="xmldata" src="http://www.bogus.com/myxml.xml">
</xml>

4:
<iframe name="xmldataFrame" src="http://www/bogus.com/myxml.xml>
</iframe>

All of the above methods work differently, or not at all, in different
browsers (I'm currently trying to ensure cross-browser compatibility
with IE, Mozilla and Opera). That's a different topic of discussion.

What I'm wondering is how a server sends data. Clearly, in version 1,
the XML data comes with the rest of the HTML, and just as clearly,
version 2 comes only after the page is loaded. For the other two
versions, I'd like to know if a web server would send both the HTML
and the XML data in one data transmission. I'm trying to avoid
round-trips to the server.

Another factor is caching: if I use the same XML data in many pages,
and the data is cached, version 1 might be least efficient, unless a
server round-trip is necessary to determine that a cached item is
current.

Is this information documented online anywhere?

Thanks for any enlightenment you can provide me...