on a 4.0 it should be under the exhaust manifold
It is located in the fuel tank.
It doesn't have EGR
The pcv valve is located on the rear of the oil filler housing.
The 2002 Grand Vitara EGR valve is located on top of the engine. The EGR valve will be between the engine and the battery.
http://wiki.answers.com/Q/Where_is_the_thermostat_located_on_a_1989_jeep_cherokee"
4.0L does not have a PCV valve, it uses an orifice in the rear of the valve cover.
the random hose sticking out of the center of the valve cap
No, it is not required. You can remove it and splice the heater hoses together.
No, they are located under the valve cover.
The shift solenoid is inside the transmission on the valve body.
It is on the valve body inside the transmission.
The radiator fan switch on a 1989 Jeep Cherokee is located on the driver's side fender wall inside the engine compartment. It is a box about 1inch by 1inch just below the battery location.