This is a build that i made myself, it is not intended for ranked play, but it is what you would call a "snowball" build. This is how i play, and this is how you could play your Xin Zhao. He is one of the best early game gankers, and biggest late game threats, when played correctly.

Pros:
You will be feared, respected, and very satisfied.

Cons:
You will be targetted by all your enemies, very much hated by them, squishy, and very vulnerable CCs

I took the attack speed runes to increase the chances of getting off an early game crit that would get a quick first blood and up the rate of self healing the passive gives Xin, and the armor penetration is devastating at lower levels.

The mastery was made based around gathering gold and dealing damage. Simply put, Player/Minion Kills=Gold=Faster item building.

This build is made to give you alot of early game crit, you will be hitting for 400+ really early game,and also meant to give you alot of early game movement speed. You will be dominating the map so long as you stay on your toes and watch out for ganks and enemies that are low on health...it may be cheap but killing an enemy that is low on health right under a tower is funny for you, and gives you free gold, regardless of who did all the work to get him that low.

The skill sequence that I made is not perfect, the way i play it, i prioritize W>R>E>Q, Attack speed is crucial early game for you to get off as many hits as possible for maximum possibility of crits. I find Xin's Ulti to be more effective for keeping yourself alive during team fights than actually using it for damage. E is best used to close in on a nearly dead enemy under a tower or running away, or to slow down someone attempting to escape with their team. Q is amazing for giving you that small amount of burst/CC you need to turn around a 1v1 or 1v2 fight, knock-ups are the best kind of CC in the game atm because they cannot be cleansed like snares and stuns can.

As far as summoner spells go, I chose ghost and exhaust because they are what i am most comfortable with on this setup. If you use this build, use the spells you are most comfortable with, it will drastically affect your gameplay.

This build is made to also be able to jungle to make up for early game deaths, as it will happen to you at some point, and you will die and may fall behind. For Zhao, picking up Lizard(red) buff can make all the difference, while picking up golem(blue) buff is a good idea if you find yourself running low on mana alot. In 5's, you should be able to take on Dragon as low as 8 once you have built up to the vampiric scepter, and 5-6 in 3's.

Team work is very essential for this build. Without your team calling MIA's and giving you opportunities to gank, you will not be a well oiled machine as Zhao is meant to be. Working out when and where to gank is essential to building early game, and can lead to you ending a game as early as 20-30 mins with an enemy surrender for 5's and 15-25 mins for 3's.

To sum up all that i have said here, your teamwork, awareness, timing, and skill take a large part in using this build. In many cases you will run into stupid teams that will make you want to ragequit, but remember, not everyone can be as powerful as the Zhao!