Use XBee IO with out microcontroller
I don't believe there is any xbee with an integrated micrcocontroller. However, integrating a microcontroller isn't always expensive. Take a look at Ti's line of ValueLine MSP430. They should do what you need and for less than $1 (perhaps even less that 50 cents depending on your requirements). They come in PDIP so they're much easier to use than other SMD microcontrollers.