All my guides are for my own reference, but if someone finds them helpful that's fantastic and I'd be glad for any tips or ideas.

The reason I go for items like Berserker's Greaves and Zeal is simple, Xin's passive Challenge lifesteals every 4th attack. By having these 2 attack speed items early it allows him to maintain good health throughout early game while last hitting minions.

Once you have enough speed to keep you healthy it's time to build his ever important attack damage items. Rushing for a Black Cleaver has shown to be incredibly effective for taking out enemy champions at this point. Thus why I wait to finish my Phantom Dancer.

From here on it's pretty obvious item reasoning.

These are your final items
Berserker's Greaves - Key to any DPS carry
Phantom Dancer - Massive attack speed boosts as well as the bonus movement speed and crits
Black Cleaver - With Xin's attack speed he stacks serious armor penetration with this
Bloodthirster - Just some extra lifesteal to coordinate with his passive
Infinity Edge - Pairing this with Phantom Dancer always leads to fantastic Critical Damage
Frozen Mallet - It's perfect, without it Xin is still squishy not to mention its passive

Situational
Trinity Force - Provides the slow from frozen mallet, bonus speed, and the Sheen passive to up his already massive burst damage with the low cooldown of his Q
Madred's Bloodrazor - Against a team that is stacking health or overly tanky
Sword of the Occult - Unstoppable? Why not take the insane bonus damage you can build with this
Warmog's Armor and/or Spirit Visage - Not doing so hot? Warmogs can provide you some massive health otherwise if your lifesteal just isn't keeping you alive Spirit Visage should boost your lifesteal enough to make you invincible as long as you're dealing damage.

When I initiate with Xin Zhao my skill sequence is nearly always the same, a pefect keyboard roll.
Three Talon Strike - To be ready to knock them up as soon as possible
Battle Cry - To speed up your Three Talon Strike and have early burst
Audacious Charge - To initiate the enemy, time this very quickly with the first 2.
Crescent Sweep - Pop this as soon as you are in range! the earlier you use this the more damage you get from it and recieve your magic resistance and armor.

If a few basic attacks isn't enough to finish them off use Three Talon Strike and Battle Cry as often as they cooldown. Save your Audacious Charge for if they are going to escape you to persue them.