You could create a common abstract base class that your test case classes extend.
Add a static initializer initializer to the abstract base class that checks whether the directory exists and if not then creates it.
The static initializer block will be executed the first time that the base class is loaded, and will be executed before any static initializer blocks or constructors in the test case sub-classes.
EDIT:
OK, then you'll have to uglify your pom with the plugin definition below, which will bind to the generate-test-resources phase, and invoke the antrun plugin to create the directory.
<build>
<plugins>
...
<plugin>
<groupId>org.apache.maven.plugins</groupId>
<artifactId>maven-antrun-plugin</artifactId>
<version>1.4</version>
<executions>
<execution>
<phase>generate-test-resources</phase>
<configuration>
<tasks>
<echo message="Creating test output directory"/>
<mkdir dir="./target/xml"/>
</tasks>
</configuration>
<goals>
<goal>run</goal>
</goals>
</execution>
</executions>
</plugin>
...
</plugins>
</build>