Here is very nice to tool to develop the fetchXml in CRM 4.0. You can add this tool to your CRM arsenals.
I have developed complex fetchXml using James tool in which fetch xml retrieves attributes from multiple entities.
In below example "address1_name", "address1_latitude" are from Contact and "accountnumber" is from Account.
<link-entity name='account' from='accountid' to='accountid' link-type='natural'>