I run exhaust and smite. Exhaust will greatly assist in early ganking, as well as engaging onto the enemy ad carry (your primary goal throughout the game). Smite is pretty much a no brainer.
kha zix has some of the best ad ratios of any ad caster champion currently in the game. Going a full ad setup improves your overall jungle speed.
This setup maximizes kha zix's incredible burst. It also improves jungle clear time. The only trouble you will face going this setup is your initial jungle start. I am still able to full clear the red and blue buff, and i will explain more later on.