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Recursion is a technique that takes time to learn: no doubt about it. Same
is true of set-at-a-time processing in SQL. Probably, the longer you've been
programming without it, the harder it is to change your ways.
But I'm not sure how it's relevant to a discussion of the relative
ease-of-use of XSLT and XQuery.
With XSLT 2.0 or XQuery 1.0 you will very rarely need to use recursion for
string processing. With both languages, you will very rarely need it for
sequence processing (there are exceptions, for example calculating a
cumulative total of a sequence of numbers). You will need it (in both
languages) when handling recursive data structures, as is right and proper.