Battle Cry's passive heals Xin Zhao every three attacks, allowing him to sustain himself in lane for a while by autoattacking minion waves and turrets. Doing so for extended periods however will push your lane, so watch out for gank attempts.
Audacious Charge does magic damage and slows enemies surrounding the target; you can use that to your advantage by charging a nearby enemy in order to slow another just outside its range. This ability will also pop Banshee's Veil (or similar spell shields) on any of the affected targets which is extremely useful if your team has an incoming area of effect disable.
Bear in mind that if you use this tactic to jump to a priority target with Banshee's Veil, you will want to auto-attack them at least once before using Crescent Sweep in order to apply the Challenge debuff so that they aren't knocked away from you.
To further increase the effectiveness of the initiation, try and aim your attacks specifically at a high value target such as the opposing carry before using Crescent Sweep as this will cause them to be Challenged, reducing their armor, separating them from their teammates and marking them for your allies.
The best time to gank is when the enemy champion has recently used all their escape summoner spells such as Ghost and Flash (or abilities such as Arcane Shift or Rocket Jump).
It is best not to use all your crowd control at once, time each of your crowd control abilities with your ally allowing an easy kill when your enemy gets out of melee range you can then Audacious Charge to ensure your kill.
Crescent Sweep can assist in ganks by knocking enemies back towards your allies, but be sure that you are both in front of them and do not currently have your target Challenged before you do so.
Audacious Charge can be used to escape ganks on some occasions by targeting a minion or a champion along your escape route. Combined with Flash, this can allow Xin Zhao to escape most unfavorable fights. Use it on an enemy across a wall for a clean escape (e.g.: throw ward across small golems wall, then dash to golems, when they flash in or come around, flash is still available for use)
Crescent Sweep can be used to knock enemies away from you when trying to escape.
When attempting a retreat, ensure that your pursuer has not been Challenged first before using Crescent Sweep as otherwise it will have no effect on them.
Battle Cry's and Three Talon Strike can kill a tower very quickly in late game, as long as there are enough minions around to keep it from targeting Xin Zhao. However, if building AP, Xin Zhao's heal lets him sustain from tower attacks even without minions around him.
Ravenous Hydra is a great item to increase survivability, as the damage and health steal can be enough to keep Xin Zhao alive during heated fights, especially if there are enough minions around for him to feed on.
An AP build can also work on Xin Zhao, due to the AP ratio on his Battle Cry. With sufficient AP, Xin Zhao can heal itself for tons of HP on every third auto-attack. Nashor's Tooth works well with this build due to providing on-hit magic damage that also has synergy with Battle Cry.