Here is the best way to determine what pressure your tires should be at for general driving.
http://www.jeepfan.com/tech/tire-pressure-chalk.php
For long highway runs outside of normal daily driving, air them up more to decrease rolling resistance. Mine are max 50 psi and I run 45 on long highway runs and 35 for daily driving.
For shocks I normally run 3 in front and 4 in back (rodeo is longer wheel base though) unless I have a lot of stuff inside such as for camping. Then I run 4 front and 5 or 6 in back. Offroad I crank them all up to 9. Its a matter of personal preference, some like stiffer ride then others.
BTW, what load range are your tires? Load range C will give the softest ride, D is acceptable. Load range E would be way too stiff for a VX.