I don't have a CoaguChek XS and am not sure when or if I ever will. From what I've read, it may be slightly easier to get blood onto the strips than it is with the InRatio, and certainly with the ProTime meters.
A few tips:
Yes, run your hands under warm water for a few minutes. If you have room, instead of using a towel or paper towel to dry your hand, swing it around a few times so that the air dries it. This will also help get blood into your fingertips. (Once you get the hang of incising your finger and getting the blood to the strip, this step may not be necessary).
You should use a 21 gauge lancet - I set my lancing device to maximum (that is, so that the lancing device goes out as far as I can set it to go). This way, I'll get a larger incision and more blood.
While your strip is warming up, you may want to squeeze the side of your knuckle on the finger that you'll be using - this will help the blood pool into the fingertip. I'm not sure if there is a 'best' spot on the fingertip for getting blood, but I usually incise on the fleshy part, slightly to the right of the middle of the finger.
One thing to remember -- this really doesn't hurt (well, usually, not much). Press the lancing device into your fingertip (not hard, but enough to make solid contact) so that the lancet will do its job. You don't want to squeeze your finger - and you probably won't have to. With the XS, you can touch the finger with the blood droplet against the side of the XS strip. If the XS strip is anything like the InRatio, it's not always easy to get that drop of blood onto the little target on the strip. The XS probably makes this much easier.
When I got my first meter (ProTime), I wasted a few strips. Over the years, I've wasted a few more. There's a learning curve for any of these meters.
Practice. Relax. Make sure that you have the right sized lancets. Before too long, you'll get the hang of it.