As of the latest patch, Xin Zhao jungles very quickly. Because he stays near full health at all times, he can initiate what is now perhaps the most devastating ganks of any jungler AT ANY TIME. With the build I give, end game, you will easily have max attack speed (and cooldown reduction with just blue/elixer), allowing you to knock up opponents up to 3 times in 5 seconds, but at the same time, have insane chase and great survivability.

The runes listed are armor penetration marks and quints, flat armor seals, and attack speed glyphs. The armor penetration will maximize your damage in ganks for as long as possible, while armor and attack speed will make your jungle faster. Because you do not have magic resist, be sure to take mercury treads or banshee's early.
The masteries in my opinion are the ones that make the most sense in order to maximize damage. If you so wish, you could skip Havoc for a second point into Utility, as late game, having double buffs will be very important.
Always take smite and ghost. If you do not jungle (this build works both in lane as well), take exhaust and ghost.

Start with the usual jungle starter items, cloth armor and 5 pots. Your next items will be razors and boots (1050 gold, attainable with a successful gank). Usually, you want to build the razors into wriggles, which will save you money on pots and wards, but if the other team is made mostly of tankies, it is very easy to take a fast recurve bow instead. Also, take merc treads early; as I said before, your magic resist is low, and the CC reduction will get you many kills you would otherwise not.
Now, many people enjoy a yommu's, but I find that sustained attack speed is so much more important on Xin. Yommu's will get you early kills and make you more powerful early on, but rushing phantom dancer as my build states will benefit you more in the long run.
If you are doing really well, take a trinity force at this point. More movement speed, more attack speed and crit chance, more health, and a burst nuke for two shotting squishies--you will tear their team apart in seconds. Of course, I highly suggest taking banshee's before triforce for the most part; phantom dancer is already a lot of damage. Finish your build off with a bloodrazor as most people will be fairly tanky now.
Now, wriggle's is not an optimal late game item. If you get to this point where you have the option of selling it for something better (with Xin, you will often run your full build if you did not totally crush the other team early), there are several choices you can go with. For the most part, you need something with lifesteal or regen to keep you around.
-Shurelia's Reverie
-Bloodthirster (or even Hextech Gunblade for the slow)
-Force of Nature
-Randuin's Omen
-Last Whisper
I personally enjoy a Shurelia's, as the regen is very good and the speed buff helps so much for chasing down those last few escapees. The cooldown reduction will also put you at max with a blue buff (although you can always obtain max with blue and an elixer).
If you have been totally wrecking, Bloodthirster is the continuation. If you want the lifesteal but need chasing power, I have found that the Gunblade is really not too bad of a choice.
Force of Nature is for those times where there is an AP carry on the other team. More movement speed? Yes please!
Randuin's Omen will shut down most DPS, not to mention it has both cooldown reduction and hp regen.
Aaaaaand Last Whisper for the rare cases where you are up against a full tank team and you need the extra damage from your ult.

For the most part, I start at blue golem. If you start at blue and somebody leashes for you, you can easily finish the jungle with near full HP in under 4 minutes. But without a leash, you will need to start at double golems (and will probably have to pill before blue).
From blue golem, you will hit level 3 at wraiths. Check mid for a gank at this point. You can easily take over half of the HP of whoever is there in one combo, and you can usually force a summoner spell or two or else you will probably have a kill right off the bat. After that, finish your jungle and gank bottom. Unless it is already pushed or the enemy comp has high CC, you can pill with FB gold. Buy wriggles, gank top, rinse and repeat.

For skills, start with W if you are jungling. After that, take Q and E next in order to gank mid. If you lane, take Q, then E, then W. You want two levels of Q and E before 6 in order to maximize damage. I like leveling Q first because, combined with my armor pen runes, it deals the most damage (and costs the least mana). Level W next so that you can get off your combo as much as possible.