I recently started using xUnit, and I have been really enjoying it!
If you are currently using NUnit to write your unit tests, then it is not at all difficult to migrate to using xUnit. The philosophical difference between the two is simply this: with xUnit you need to think of your tests as objects, rather than of methods. Or if you prefer acronyms: put some more OOP into your TDD. *bu-dum, tish!*
Anyway, here is a visual representation of equivalent commands between NUnit and xUnit:
[NUnit.Framework.TestFixture]
public class TestFixture
{
[NUnit.Framework.TestFixtureSetUp]
public void TestFixtureSetUp()
{
// 1) Set up test fixture -------->
}
[NUnit.Framework.TestFixtureTearDown]
public void TestFixtureTearDown()
{
// 8) Tear down test fixture ----->
}
[NUnit.Framework.SetUp]
public void SetUp()
{
// 2) Set up TestA --------------->
// 5) Set up TestB --------------->
}
[NUnit.Framework.Test]
public void TestA()
{
// 3) Run TestA ------------------>
}
[NUnit.Framework.Test]
public void TestB()
{
// 6) Run TestB. ----------------->
}
[NUnit.Framework.TearDown]
public void TearDown()
{
// 4) Tear down TestA ------------>
// 7) Tear down TestB ------------>
}
}
public class TestData : IDisposable
{
public TestData()
{
// 1) Set up test fixture
}
public void Dispose()
{
// 8) Tear down test fixture
}
}
public class TestClass
: IDisposable, Xunit.IUseFixture
{
public TestClass()
{
// 2) Set up TestA
// 5) Set up TestB
}
[Xunit.Fact]
public void TestA()
{
// 3) Run TestA
}
[Xunit.Fact]
public void TestB()
{
// 6) Run TestB
}
public void Dispose()
{
// 4) Tear down TestA
// 7) Tear down TestB
}
public TestData TestData { get; set; }
public void SetFixture(TestData data)
{
// 2.5) Set fixture data for TestA
// 5.5) Set fixture data for TestB
TestData = data;
}
}

Happy testing!
~Tom