Is he worth it?

Yes, he is very good once he has some lifesteal and damage/crit.

I don't think I've ever been turret-dived by a Xin Zhao and thought afterwards, "Well I'm glad I came out of that alive."

With enough practice, playing Xin Zhao will win now. But seriously, he's a good 1v1 duelist and ganker. Just expect that the enemy team will throw everything they got on you first in team fights though.

I love Sheen Jow. Unfortunately, unless built tanky he has no effective damage reduction ie nocs spell shield/fear, akalis shroud, wukong's decoy etc. that allows you to do damage as an assassin and mitigate cc or returned damage. I always find myself in the middle of the fight and focused like a laser beam. I know he has his ult that gives higher MR but it always seems slightly lackluster.

There are two ways I build him for Dom. When the team has low cc and looks to be full of duelists, he can shine with a build like zerks, starks, pds, ghostblade, sanguine, and cleaver. Not necessarily in that order, with your knockup on somebody they now have -105 armor and are basically taking true damage. You heal for a significant amount as well with the starks. Problems arise as soon as you are cc'ed because you will die and die fast.

If you find yourself in the middle of a team with a ton of cc you need survivability and damage, so a standard tanky ad carry works ie. treads, sanguine, mallet, atmas, wits, either randuins or odyns(need the health and defense or MR. The wits will give you some great AS boosts coupled with your steroid skills, and the health will give you a lot of survivability. Heart is a good choice as well but you don't really need the CDR with ghostblade already on xin as his w lets your abilities refresh quickly, nor do you really need the mana. The armor and aura slow is nice though.

Just a couple of ideas, I've done spectacular and gone 20-5 with him or very easily been hammered and gone 5-20. He is seriously fun to play and can counter anything you throw at him, just be aware of his limitations.

I don't really like All-In Xin in dominion. he is very much a 1 trick pony. He charges, knocksup and deals significant burst.

However, if the enemy is able to escape melee range they can easily kite Xin since his charge is on a 12 second cooldown. Xin also has no Plan B. He can't decoy, cant toss stuff at range, no self shield, no nothing. He is do or die.

Xin has been heavily nerfed for Low ELO players who get stomped by his killer offense. Hence his offense is still strong but not as strong as it was. This would be fine, except that Xin has no finesse or utility or other tricks, unlike most other champs. His scaling is subpar too.

Therefore, he winds up being underpowered, as you can see by comparing him to similar champs. His skills scale on AP of all things, deal magical damage, and he only has an Attack Speed steroid to boost his autoattack.
Compare to WuKong with his Decoy, his AD-scaling skills, armor-breaking Q.
Or Lee with his heavy AD-scaling on his skills, along with self shield, blinks, anti-stealth, and other cool stuff.
Or Noct with heavy AD-scaling skills, AS steroid, AD steroids, shield defense, movespeed booster, and pretty good CC.