personally I think you'd be better off staying mid, pushing the lane a lot and then going roaming, either to counter jungle or gank top/bot. I can see the desire to jungle with katarina.. she's one of my most played champs so I know just how good she is at clearing camps from level 4+ and generally roaming (high base movement speed for example).
If I were to try to jungle with her, I'd go phsyical damage reds (and maybe quints.. though I do love mov speed quints on her), yellow armour and MAYBE blue armour (though more likely MR/lvl instead (or ap / cdr.. would need to experiment), start wraiths, then red with a hard leash + help with damage on it where possible.
I presume you'd go Q > W > Q > E spell route, and probably play a 9/21/0 type masteries.
anywhoo overall, I'd say stick to mid and then roam once you hit 6 or so.