CJ is the only one that I know of that actually stood for something. "Civilian Jeep" The rest are just letter designations that are used in the manufacturing of the jeep that don't really stand for anything.
TJ - Terrible Idea Jeep
XJ - The X denotes a cross between coils and leafs
WJ and ZJ - They are the obscure and left out letters of the alphabet, they just suck
KJ - Kiddie Jeep
YJ - Yuppie Jeep