We report a combined experimental and theoretical study of the xenon monohalide radicals XeX. (X=F, Cl, Br, and I) together with their cationic and anionic counterparts XeX+ and XeX-. In brief, the XeX+ cations are characterized by reasonably strong chemical bonds with significant charge-transfer stabilization, except for X=F. In contrast, the neutral XeX. radicals as well as the XeX- anions can mostly be described in terms of van der Waals complexes and exhibit bond strengths of only a few tenths of an electron volt. For both XeX. and XeX- the fluorides (X=F) are the most strongly bound among the xenon halides due to significant covalency in the neutral radical, and to the large charge density on fluoride in the XeX- anion, respectively. Mass spectrometric experiments reveal the different behavior of xenon fluoride as compared to the ether halides, and in kiloelectron-volt collisions sequential electron transfer according to XeX+-->XeX.-->XeX- can be achieved allowing one to generate neutral XeX. radicals with lifetimes of at least a few microseconds for X = F and I.