Unreal is definitely an artists wet dream. Go with Maya though. The pipeline from Maya to Unreal couldn't be any easier than it is I think. Plus all the material setup and visual kismet scripting lends to fun and rapid results.
You don't need maya. If XSI can export the latest supported version of FBX, then you're fine. I used UDK for a while when I was with MB3 and getting models + animation couldn't be easier using the FBX pipeline.