I'm thinking of putting an ef motor ( efi ) and 4 speed auto into my 82 xe sedan, what are the major problems I'm likely to encounter? such as sump, engine mounts, exhaust etc.

done a few of these conversions...
things that you need are XG, or Early EA engine mounts, they fit the 4L and the std xd/e lower mounts
an XG sway bar, or possibly a v8 one, to clear the sump
fuel system,either an external pump, or a lift pump, swirl pot and hi pressure pump. A return line will need to be fitted to tank sender unit.
A smartlock bypass for the ecu and sort all the wiring etc
Other little things such as power steering lines, radiator mounts, cross member etc, you can either modify, fabricate, or try source some XG ones.

Also look at changing the diff if you have the stock xe one, its likely a 2.77:1, and you will be better off with an EB/ED 3.23:1 diff in there, with the 4sp. Optimally, use 3.45, or 3:7 gears