Hi I usually use melee characters like Tryndamere (my favorite champion, I highly recommend him if you like to do insane crit damage) , Master Yi, and Pantheon. I decided to buy Xin Zhao after I saw someone get a 24/0/15 game with him. At first I sucked with him. I used a critical damage build with him and got 1 kill that game with 14 deaths. I quit on him afterward, and didn't play on him until I bored of my other characters. I started to play him for weeks and this is the build I came up with.

I get Armor Penetration marks Greater Mark of Desolation and quints Greater Quintessence of Desolation to rip apart tanks, and deal high damage at low levels.
I like to get magic resistance seals Greater Seal of Magic Resist to take less damage from mages (they are really annoying). I like cool down reduction glyphs Greater Glyph of Scaling Cooldown Reduction to make the synergy of Xin Zhao even more effective.

I get Ignite and Ghost as my summoner spells.
I like Ignite because at low levels many champions can escape from Xin with very low health so I use ignite on them if my Audacious Charge is on cool down. Ghost is your really your only escape skill, but you can swap it out for Flash if you like. I prefer Ghost because if your movement speed is low you might not escape with flash.

Other Summoner Spells

Cleanse- really useful against heavy CC teams
Heal- not my first choice but if it works go ahead
Fortify- no... just no
Smite- I'm not jungling so basically useless for me
Clarity- Xin Zhao is never low on mana late game so don't get this
Rally- don't find this skill useful
Clairvoyance- this is good in ranked games against Teemo and etc. but i wouldn't get it
Teleport- this skill is good for laning
Revive- if you use this skill just gtfo

Pros
-good at ganking early to mid game
-amazing DPS
-can chase champions easily late game
-has a knock up
-passively increases attack speed
-tears apart tanks
-good at laning
-ultimate is beastly with a low cooldown
-he's Asian. do I need to say more?

Cons
-not good against CCs(but really what melee champion is good at countering CCs)
-summoner spells are only way of escaping

Just look at item purchase order above. If the other team has no tanks you can get Black Cleaver before Madred's Bloodrazor

In a fight charge in with Audacious Charge then Crescent Sweep then Three Talon Strike then Battle Cry and repeat till the champion is dead. Remember that you can't become good at a champion in a couple of games, it'll take practice.