It sounds like you want the execution plan and the query result. You can get the execution plan in text format and use XSLT to convert it to XML. I don't know of any tool that merges that with the result, so it would be up to you to stick that in.
Ulrik, Depending on your version of Oracle (sorry, I couldn't find that information in your posts), you can query the data dictionary for the query execution plan. For example, in Oracle 9i, you have the following views: