I find XE easy to hate.  Sure it's lightweight, but it's tougher to deal with and a pain to get into a table so you can sort through the data using good ole SQL.  Sure, I could dust off my XML querying skills, but I use SQL day in and day out so I'm much more familiar with it.  In any case, here's SQL I use to create an XE Session and then I usually just look at live data.  I also included the viewsettings I use in case you would be interested.