I used an XLite all summer, but recently switched to the XTherm during the Eddie Bauer Black Friday sale. In both cases, I have simply folded it in thirds and rolled it up, similar to how it came from the factory. I had no problems with that in the field.
I have started using my Instaflator as a stuff sack, so I might try rolling it without the folds, but it is more difficult when doing so to get all the air out of the pad, leaving it a little bulkier than when folded in thirds. Not that I couldn't get the hang of that either, just one reason I haven't done that regularly.