xlink:show="embed" only graphically includes,
like the IMG element in HTML.
It does not merge infosets.
External parsed entities:
Require a DTD
Can only handle very limited documents; i.e. not all well-formed XML documents are well-formed external parsed entities. In particular XML declarations can be and document type declarations are a problem.
Doesn't allow unparsed text inserted as CDATA
XSLT document() function
Only handles XSLT
No unparsed, pure-text includes
Custom code or XSLT extension functions