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If you google the Greek alphabet, the LaTeX rendered Xi is a slightly stylized version of the usual print Greek character.  This doesn't seem bad to me.

Note that in many languages, Greek included, you often produce a symbol in hand-writing somewhat differently than you produce it in typesetting (even native Greek speakers do this).  In English few people write the letter 'a' in handwriting the same way it's produced in standard typesetting.  In Hebrew the letter alpha is even more remarkably different.  

So what I'm getting at is, just because you would hand-write a Xi differently shouldn't impinge on how it's typeset.