One of the best things about flying X-Plane, or any good GA sim, is to follow an approach plate. A plate is simply a map showing how to land a plane safely, avoiding any obstacles or restricted areas. The best place to get some real approach plates is either from your nearest pilots shop or from the excellent SASFSS site which provides real plates, including enroute charts, approach plates and SID/STAR's used by the Scandinavian SAS airline and are in the PDF format. Some are free, others you can get by joining the 'club'.
There are scans of real USA approach plates at http://americanflyers.net/htm/nos.htm but they are no longer free.
Final Approach is a program which allows you to create your own approach plates, and there are over 3,000 of them to download at the FA site. Try the Kai Tak and Innsbruck approaches as they require close attention due to nearby mountains, or try following a departure route from Heathrow.