The basic items to begin with while jungling is obviously a hunter's machete and 5 health pots. This will give you increased damage towards the neutral monster's/minions. At all hits towards these monsters you will also gain 5 health.

From the very beginning of the game jungler usually takes blue buff, because it gives a lot of experience. I personally prefer this buff since it gives you a nice Mana Regen and Cooldown Reduction. Xin Zhao in my opinion is better of starting with blue buff then red buff cause of the Mana Regen/Colldown Reduction. Since his passive on his W makes him heal for every third hit he just need the Mana Regen and a few health pots to clear camps after camps.

Note: This is just my opinion!

Pros:

Closer Distance
Knock ups
Group Slow
When fed, nothing can kill them
Very fast
Good ways to escape
Good ganks(Even without Blue/Red Buffs)

Cons:

Unable to escape in a good way
Slow without items
Defeat against ranged champions
Bad ganks
Vulnerable to CC

Boots of Mobility
UNIQUE Passive - Enhanced Movement: +25 Movement Speed. Increases to +105 Movement Speed when out of combat for 5 seconds.
This item gives you the speed, for both escapes and chases. This is just a optional item that i like. The boots, of course depends on the situation.

Feral Flare
+12 Attack Damage +30% Attack Speed
UNIQUE Passive - Maim: Basic attacks deal 75 bonus magic damage (33% against champions) and heal 10 Health on hit. This damage increases with kills, assists and large monster kills. UNIQUE Passive: Gain 30% increased Gold from monsters. UNIQUE Active: Places a Stealth Ward that reveals the surrounding area for 180 seconds (180 second cooldown).
This item allows for an earlier safer dragon kill.(By far the best item in the game for a jungler. Free ward every 3 minutes, Deals 100 magic damage and Gain 30% increased gold from monsters.

Trinity Force
+30 Attack Damage +30 Ability Power +30% Attack Speed +10% Critical Strike Chance +8% Movement Speed +250 Health +200 Mana
UNIQUE Passive - Rage: Basic attacks grant 20 Movement Speed for 2 seconds on hit. Kills grant 60 Movement Speed for 2 seconds. Movement Speed bonus is halved for ranged champions. UNIQUE Passive - Spellblade: After using an ability, your next basic attack deals bonus physical damage equal to 200% of your base Attack Damage (2 second cooldown).
A good overall item that gives you abit of everything. It's very expensive, but it grants you a huge boost. Increased movement speed, Attack Damage, Ability power and more.

Ravenous Hydra
+75 Attack Damage +15 Health Regen per 5 seconds +12% Life Steal
Passive: Damage dealt by this item works with Life Steal. UNIQUE Passive - Cleave: Your attacks deal up to 60% of your Attack Damage to units around your target - decaying down to 20% near the edge. UNIQUE Active - Crescent: Deals up to 100% of your Attack Damage to units around you - decaying down to 60% near the edge - 10 second cooldown.
This item simply gives you the damage you want. You will be able to clear camps alot easier and therefore get more stacks for your Wrigglers Lantern/Feral Flare.

Infinity Edge
+80 Attack Damage +25% Critical Strike Chance
UNIQUE Passive: Your critical strikes now deal 250% damage instead of 200%.
Infinity Edge gives a bonus critical chance and a higher critical strike, aswell as the 70 attackdamage. Therefore it's a great item on Xin Zhao(My personal opinion).

Youmuu's Ghostblade
UNIQUE: +20 Armor Penetration UNIQUE Active: Gain 20% Movement Speed and 40% Attack Speed for 6 seconds (4 seconds if you're ranged) - 45 second cooldown.
This item gives you both the armor penetration, Cooldown Reduction and the Critical Strike Chance you want. Along with that its passive is good for escapes/fights.