Thank you all for your comments and explanations.  One question to Akira-san, 
though :

If you use -no-pdf option and apply xdvipdfmx to a created
.xdv file, you can see messages like

xdvipdfmx:warning: xetex-style \special{x:rulecolorpush} is
not supported by this driver;

Is there any way (perhaps through a command-line option to XeTeX) that one could obtain those most 
usedful diagnostics using XeTeX in "standard" mode, i.e. without using the 
"-no-pdf" option and without running xdvipdfmx explicitly ?
/Philip Taylor/

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