Just putting this out there that I found this great little opensource program for Windows to get your x,y coordinates for your XClick in desktop automation. It’s a good compliment to UIVision. The great thing about it is it will give your both the physical x,y and the scaled x,y coordinates. Great for those high DPI monitors:
Thanks, this is very useful! The only problem is that it is Windows only. If someone knows a similar program for Mac, please let us know.
Just to answer my own question:
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Windows: MPos (as suggested above by @User9898) or MousePosition both work well. MPos shows additional info like screen DPI. MousePosition is faster and has a cleaner UI. 
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For Mac, one can simply use the built-in screenshot tool (Shortcut: CMD+SHIFT+4). It shows a cursor with the x/y coordinates. 
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For Linux, we use xdotool getmouselocation --shell
 Important:
 Important:  XClick|x,y coordinate systems:
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In browser automation mode XClick uses relative coordinates, so XClick | 0,0refers to the top left corner of the browser viewport (see browser xy tools).
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In desktop automation mode XClick uses desktop coordinates, so XClick | 0,0refers to the top left of the main desktop.
If you use an XPath, image or OCR=text with XClick, then UI Vision manages the different coordinate systems automatically. You only need need to keep it in mind when you manually set x/y.