Buy either boots or a long sword. It depends if you think your going to be aggressive in lane I always start with a long sword but that depends on you. After that I start building Phage and if I'm taking a lot of damage I rush Frozen Mallet.Then you get Vampiric Scepter. You can buy 2 Vampiric scepters 'Cuz your going to be building towards Blood thirster and Ravenous Hydra. I usually get Blood thirster as my last item because i almost never get to finish building it. Right after I get my Frozen Mallet I go Vampiric Scepter and Rush Ranous Hydra. And then after that I get Blood thirster if they still ahevn't surrender.
Boots: You can eiher buy Ninja Tabi if their team deals a lot of AD damage or build Mercury's Treads if they have a lot of CC and Magic Damage.
I never officially get to finish my build because either the enemy team surrenders or we win. So your last two items really depend on you. If I had to finish my build I would get more armor/magic resist, but I doubt that you won't win without them surrendering. You could also build The Black Cleaver if they're stacking a lot of armor.
Buffs: Generally getting blue buff on Xin is good, 'Cuz in this build he kinda runs out of mana after two or three combos. You can also get Red Buff but you generally don't need it 'Cuz you'll deal a lot of damage and you can stick to you enemy really easily.

This is a specific build I made, because I'm a great fan of Xin Zhao and I've master him, I main him so you should really trust me on this. Any questions make sure to ask and i'll try my best to answer them. If you want me to make builds for other champions make sure to ask. Good Luck and Have fun on the game!

in the masteries were going for a tanky Xin Zhao, which will give you more sustain in lane although you may have some trouble early game if your against 2 top, you may not have trouble in a 1v1. This masteries will make you a monster in late game, which is when you'll make the big plays.

Xin Zhao is a monster in early game, mid-game, and late game. You'll make the enemy team surrender. I play very aggressively with Xin but you can also be passive in lane. One thing never be away from Team FIGHTS cuz your going to be dealing the damage. Don't worry about sustain cuz you'll have a lot with your Vampiric Scepter.