These two are loitering around the crossroads marker between Candlekeep and The Friendly Arm Inn and want to go check out the trouble in Nashkel. At this point, you can use all the help you can get, and you're not going to get too far with just you and Imoen, so although they're evil, it's a good idea to go ahead and accept them into your party. You can later ditch 'em in either Beregost or Nashkel, but there's safety in numbers, and you can use all the numbers you can get at the moment.
To avoid a hashout between these two, Khalid and Jaheira, I suggest ditching Xzar and Monty in Nashkel, after all, you did agree to hoof it that far with them.
Of the two, Xzar is the more entertaining. Undeniably insane, some of his off the cuff remarks are rather humorous; add to this the fact that he and Montaron don't get along with Khalid and Jaheira and their eminent bickering is quite entertaining.
Vital Statistics:
Xzar
Race Class Alignment Human Necromancer Chaotic Evil
Strength Dexterity Constitution Intelligence Wisdom Charisma 14 16 10 17 16 10
Montaron
Race Class Alignment Halfling Fighter/Thief Neutral Evil
Strength Dexterity Constitution Intelligence Wisdom Charisma 16 17 15 12 13 9