XHTML on the web is for masochists
Web design purists like to talk up XHTML at the moment, but as far as I can tell almost everyone who is trying to do XHTML today is a masochist (or ignorant).
First, Internet Explorer does not support XHTML. Not even IE7 will support XHTML, which means that for all practical purposes you cannot serve only XHTML to visitors; some of them need to get an HTML version instead.
The usual dodge is to serve the same XHTML document as XHTML to browsers that can handle it but as text/html to everyone else. The problem here is that XHTML and HTML have different rules for several areas; creating a XHTML page that will render the same in HTML requires painstaking and awkward contortions.
Changing the Content-Type of a URL on a request by request basis means that your web server needs to do some dynamic stuff on every request, even requests for what would otherwise be static files.
Since the Content-Type varies from person to person, I believe that you need to mark your pages as non-cacheable, to avoid having web caches serve a cached version with the wrong Content-Type to a browser that can't handle it.
And for all of this extra work, what you get is basically equivalent to writing HTML 4.01 strict; it's not as if XHTML gives you more layout power or is easier to write.
(Actually most people are probably ignorant of these issues. This also explains the huge collection of web pages that claim to be valid XHTML but aren't, which would have catastrophic effects if browsers actually believed them, since with XML and XHTML you are supposed to refuse to do anything with the document if it's invalid.)
Some further reading