Well, in a nutshell, Xin Zhao is a durable ganker (assassin) that will give the team a huge advantage (if played correctly). This guide will show you the basics and a good look at Xin Zhao. (I have a picture but I don't know how to get it on here x_x Help me!)

Usually I dive in with my Charge, then use my Three Talon Strike, next use your Battle Cry to lower cooldowns (if your Ultimate is up go ahead and use it). Usually I can Turret dive at about level 8.

I chose the offensive tree because as Xin, you will need alot of Damage and penatration, my build gives you enough defense, as well as my runes. The right tree gives me good experience so that way if you get fed, you will have a HUGE advantage. The health and mana regeneration is for pregame brush ganking/you know... regeneration! The gold is very important, because of the item dependency.

You always want to max your Q first. It is very powerful, and your only Attack Damage move. You want to Max out your E next because that means more damage (this is where the magic penetration in your masteries comes in) when you charge in to SLAM THEM DOWN!!!! W is last because attack speed is not that important until late game, as well as the cool down reduction. Ultimate (R) is usual.

Armor Penatration - Do I really have to say why?? Cmon, this is self explanitory
Armor - This makes him way more durable in Early and late game against AD characters.
Magic Resistance - Same thing for the Armor excpept against AP characters.

You want boots at beginning because the sooner you get your Berserker's Greaves the better, the health potions are for, well, healing after a fail gank... Or when you are too low to heal with your Passive. Next you are going to want some Attack Damage, so start building for the Black Cleave, it will give you enough Attack speed and damage (And Armor Pen.!!) to successfully kill an enemy in a 1v1. Next you want some Attack speed for your Black Cleaver, so build Zeal then Phantom Dancer. This will make you faster, and very deadly (a faster passive is a better passive!) You are going to want some health along with your attacks, and some slowing down wouldnt be so bad either, so build Phage first THEN Giant's Belt to get Frozen Mallet. Now you will need some Lifesteal for all of your Health. What's better than a bloodthirster? (Lifesteal AND Attack damage, what's this? STACKS!?) You are going to want to farm some minions (About 40 [6 in each wave, 7 alternating] So only about 6 waves] so you can get every little stack in your Bloodthirster. Last but not least, Infinity Edge. This is really great for super high damage if you haven't won the game by now... This will assure your win in 99.9999999% of your games!!! The .0000001% is if there is a Xin on the other team with the same build and he is better than you... which is me... Lol jk.

You want exhaust for runner when you dont have your Frozen Mallet or for getting away from a 5/4/3v1
Ghost is pretty much the same reason.

Any questions just post a comment vote (+1) and if you think you have some suggestions for me, that'd be swell! Thanks! Add me!