Interfacing with RESTful web services
Adding another answer since I'm actually looking at the code now...

You are swallowing every exception that gets thrown.  The calling code has no idea whether it tried to hit a page that didn't exist, its request was malformed, etc.  If you don't want to expose the exceptions (probably a good idea so your client code doesn't have to worry), then you might want to set some sort of error flag as part of your class that can be probed for the cause of not getting back the XML, or throw your own custom exceptions.

I'm assuming in your other methods you do similar sorts of set up for the connection (the accepts, etc)...I'd recommend moving that out into its own setup method.  If you need to specialize based on the type of request, then pass in the type and you can at least consolidate all of that into one place.