Zigbee series 2 mesh variable tx power
Last year I worked on a project with Digi XBEE radios, if you are in API mode (Not AT command mode) I believe you can change any setting that you can from their Firmware/Settings tool XCTU. So this should include RF power. 

Keep in mind, the RF power alteration will not help you save much energy if that is what you are going for. With a 2mW XBEE, the current spec is 40mA. The portion of that 40mW that is going to RF power is only a few percent. 
Even if you knock the RF power from 2mW to something like 200uW, that saves you less then 1mA.

That all being said, the XBEE modules do have some sleep and power saving options I recall.