There are two guides here, the first is for AS Xin. Very fun, great for trolling. The second guide is based off of a crit/life steal combo. This is very good for higher level play. This guide also goes over LoL strategy, and Junlge Xin.

For the AS xin I obviously focused more on attack speed, and a bit of APen to do some early game damage- as getting kills early is the best way to fund this high cost end-build. For the Crit Xin I got more Armor, as well as more APen. This is to help keep Xin alive. With the high AS build you can get life back quickly even before you get high dmg by hitting often, but with the crit Xin you will be focused more, and will have a slightly harder time staying alive. Lot's of people don't understand the Glyphs, but the reasoning is really simple. Xin's W reduces his CD on all spells EXCEPT his W. Seeing as the first build especially (and even the second build a bit) focus on attack speed, it is nice to have Xin's W up as often as possible.

AS Xin shouldn't need much explanation. You have a bit of lifesteal, and a lot of attack speed. NOTICE: I only gave 5 items for this build. This is because the 6th item should be determined based on how the game is going, and who you are facing. My recommendations: Guardian Angel, another IE, or another BT.

Crit Xin is simple. Lifesteal is based off of how much DMG is done. When a crit happens it does at least 200% of your normal dmg. Therefor you can have half of the AD if you have a good crit chance, and still get the same lifesteal. PD is used because it helps with chasing, gives good AS which is important for Xin's passive, AND it gives the HIGHEST crit chance out of ANY ITEM. The IE is used for the passive and because it gives a good base AD (losing stacks on BT is frustrating, so the base AD of an IE is a good safety net), mostly the passive though (%250 crits are nice). The BT is used because it gives good dmg, AND it gives a lot of lifesteal, assuming you have stacks. NOTICE: I only gave 5 items for this build. This is because the 6th item should be determined based on how the game is going, and who you are facing. My recommendations: Guardian Angel, another IE, or another BT. I ALMOST ALWAYS get another BT on this build, unless I really need the base dmg of an IE (I'm dying a fair bit and can't get stacks), or I need the GA passive because I am on a super squishy team and am getting focused. The GA is nice because your team can fight while you are invulnerable, and you can do the work of a janitor (clean up the low health enemies).

Xin is also a great jungler. What I would recommend for this is that you start with a vamp scepter, at blue, with your W, and you grab your Q at lvl 2 moving to wolves, then red, then wraiths, then golems. Use the AS build, but start with that vamp scepter for fast jungling. use the basic skill sequence, and follow the rest of the AS build normally. If you HAVE to buying a madreds razor can help with early game dragoning, but I have never needed it. It all depends on runes ETC though.
With jungling xin I usually mix up my runes. I use health Quints, APen Marks, Armor Seals, and MR Glyphs. The reason for the Seals/Glyphs is because Dragon deals BOTH magic and physical damage, and grabbing dragon early game is important.

There is a big flaw that most people have when they think about this game. It is sort of a hole in the strategy in a lot of the PUG (Pick Up Group aka Solo Que) games. There needs to be a three pronged attack at all times. If you have no pressure on the top lane, top lane is free to gank mid. Mid then can't push the mid turret. The mid turret is CRUCIAL to games. In most games, the first team to take down mid turret (unless a lot of sacrifices are made to do so) is the team to win.
This being said, there are a lot of reasons that Xin is very valuable to the team work in a game. He can push turrets well, which puts a lot of pressure on any lane. He can gank well (high move speed from the PD's as well as his E which is a GREAT initiator), which disrupts the flow of the enemy lanes. He can also fight well when the enemy team responds to the pressure. If he is in any FAIR fight (i.e. 1v1 2v2 3v3 etc.) he can do a lot of damage in a short period of time, making the other team likely to retreat.
With that in mind it is very important to make sure all lanes are pushed evenly, and all mia's are called. If you have an even push, and an aware team, you are much closer to winning the fight.