Are there any "gotchas" witH SXs and resonators, or should a standard 3-terminal Murata 20Mhz resonator (with built-in caps) do just fine?

I know I should be keeping my traces to shortest practical length...

Marc,
so far, I only used 50 MHz, 33 MHz, and 4 MHz Murata resonators (plus 10 and 4 MHz crystals), all of them without any trouble, so I'm pretty sure that a 20 MHz type will work fine as well. According to the SX datasheets, there should be a resistor installed in parallel to the OSC1/OSC2 pins. In case of a 20 MHz, the recommended value is 1 MOhm or 22 kOhm, depending on the resonator type you are using. To my experience so far, the parallel resistor was never an issue. The SX was clocked fine with or without such a resistor. Just give it a try and see what happens.

In addition you can play around with the DEVICE OSC??? directive to select various oscillator driver gains. Again, I did not find them to be really critical - I only noticed that a lower gain (still high enough to guarantee a safe oscillator startup) helped to slightly reducing the EMI generated by the SX.

Nevertheless, you should keep in mind that the values of parallel resistors, additional  capacitors (for resonators w/o built-in caps), and setting of the oscillator gain may become an issue when the SX is operated under extremely high or low ambient temperature environments. Unfortunately, I don't have any experience here, so I better leave this up to other forum members.

Great! Thanks for the tips, Gunther! I'll give it a try.

I noticed that if I did not use the 1M ohm resistor the OSC1 and OSC2 pins should not be touched during runtime.
Or else the SX will go crazy.  
However, if the 1M resistor is used, the SX is less sensitive to finger touches on the program header pins.

Also, if the 1M resistor is used, the resonator can be placed further away than normally allowed.

But of course you should place the resonator as close as possible to the SX.  This is most important.