But, chances are that you want to build a specific version of xen. Then xen-tools may not work for you as expected. Here are some troubles I myself ran into and how I solved them.

1. Version numbers of xen and xen-tools must match. You can't use xen-tools 4.4 on xen 4.5 since the interface may change with the development progress. I guess the extra version number doesn't matter. I ran xen-tools 4.5 on xen 4.5.1 smoothly.
2. Even if you've installed the proper version of xen-tools, you may still get an error like "ERROR: Can't find version 4.5 of xen utils, bailing out!" That's because xen-tools can't find the directory of your xen files. In my debian jessie system, the message was produce by a bash script: "/usr/lib/xen-common/bin/xen-dir" It searches /usr/lib/xen-x.x for xen files. If you used the default configure when compiling xen, the script would probably put everything into "/usr/local" So, the simple solution is: delete everything in "xen-dir" script and put only one line of code there: "echo /usr/local". If you don't like the dirty way, you may google "compile xen from source" and change the configuration following those instrucitons.
3. If you still get a stupid error like "ERROR: Toolstack not specifed and nothing detected, bailing out!", that's because a script is trying to search for xl in "bin" directory, which is actually located in "sbin" in some distros. The specific script is "/usr/lib/xen-common/bin/xen-toolstack". You know how to fix it.