We aim to study the temporal and spectral behaviour of four polar CVs from the infrared to X-ray regimes, refine our knowledge of the physical parameters of these systems at different accretion rates, and to search for a possible excess of soft X-ray photons. We analysed four XMM X-ray observations of three of the sources, two of them discovered in SDSS, one in RASS. The X-ray data were complemented by optical photometry and spectroscopy and, for two sources, archival Swift observations. SDSSJ0328 was X-ray bright in two XMM and two Swift observations, and shows transitions from high and low accretion states over a few months. It has no strong soft excess. We measured the magnetic field strength at the main pole to be 39 MG, the inclination to be 45<i<77 deg, and we have refined the long-term ephemeris. SDSSJ1333 was X-ray faint. We measured a faint phase X-ray flux and plasma temperature for this source, which spends almost all of its time accreting at a low level. Its inclination is less than about 76 degrees. 1RXSJ1730 was X-ray bright in the XMM data. Its spectrum contained a modest soft blackbody component, not luminous enough to be considered a strong soft excess. We inferred a magnetic field strength at the main pole of 20 to 25 MG, and that the inclination is less than 77 and probably less than 63 deg. V808 Aur was faint in the Swift observation but there is still strong evidence for bright and faint phases in X-rays and perhaps in UV. Residual X-ray flux from the faint phase is hard to explain by thermal emission from the WD surface, or by accretion onto the other pole. We give a revised distance estimate of 250pc. The three systems we could study in detail appear to be normal polars, with luminosity and magnetic field strength typical for this class of CV. None of these systems shows the strong soft excess thought commonplace in polars prior to the XMM era.
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