I think attaching the large dog crate to an xpen would be a fantastic cage set up! Then you could use the two cages you already have to make one big cage, rather than buying a petstore cage. You could also easily attach some plastic guards around the dog crate to keep the hay and such inside (I find bunnies like to make a mess of hay and the more you can keep it contained to one area the less it ends up all over your house).

I personally didn't have any litter training issues, but if you do, having the crate will allow you to close your bun into a smaller space and help him/her learn to use the litter box. Once the litter box is mastered, you can open the crate into the pen at all times. I initially planned to keep my bun locked in the smaller cage while he was being litter trained and only let him into the pen for exercise, but since he got the hang of the litter box immediately, I just left the cage open to the pen at all times. Now he has the whole area and I open it up during the day so he can come out if he wants (though he honestly spends almost all day sleeping in his maze haven, only coming out in the evening).

Good luck getting your new bunny! I don't think you can go wrong with either a holland or a mini lop - I personally think lops in general have great personalities.