Or does this depend on a release version of Jogl?
There is no direct dependency. But some already-implemented features are waiting for new JOGL release (at least, disabling swapBuffers on pick rendering pass, stereoglyph rendering, etc.) Maybe some of these features will be re-implemented using multipass rendering support, but we will see.
Is there some kind of changelog with newer (beta) versions of Xith3d?
For now, I guess the best is to use CVS version. You can subscribe to Xith3D CVS mailing list at dev.java.net, so you will receive all the updates - they are informative enough to get an idea of what has been updated.
Or are the new demos which have been put on the xith3d page, a kind of milestone and hence a kind of "visual changelog" ?
Not really. They are just demos of the current version of Xith3D.