As a jungler, mid always asks for the second blue, but I need the experience and the buff. Am I wrong to think this? Generally speaking, when should you give blue to your mid, and when should you keep it for yourself?
If the mid player uses a champion that can take great advantage of blue buff - for example Anivia, Ahri, Karthus and most other mana based casters - then giving them the blue buff is the most important action you can do to win the game.
Having blue buff on one of the mid characters often means they can win the lane so they will be twice as strong in the lategame which will then allow your team to win every teamfight later on.
This is also the reason why you should try to deny the opponents blue buff if you get the opportunity - if both have blue buff it cancels out. Every second that your mid has blue and the opponent doesn't is a second that he can bully the opponent out of CS.
As Jungler your goal is not to win the game, your goal is to help the others win their lanes. Missing out on that experience and gold is easily worth it.
However, there are exceptions:
As first exception there is of course the case where mid doesn't need the mana and does not rely that much on the cooldowns. As an example champions like Kennen or Vladimir - while they do benefit from blue buff - can do ok without.
In that case you should look at who else in the team could use the blue buff, for example if you are on the blue side and you have Jax in the top lane he can make good use of an early blue since he's very mana reliant in the early game.
Another exception are mana dependant Junglers like Amumu and Fiddle that usually need the second blue for themselves before their mana regen becomes good enough. In that case take it but the third and following ones should still go to the others in your team.
The last exception - something you should avoid at all times but sometimes can't - is when your team is just bad. I don't mean mid dying once or twice, i mean when they go 0/5 under the enemy tower and such, then you might be able to do more with the blue buff than they would do, after all it's better someone on your team has blue than your mid donating it straight to the opponent.
When in doubt, give blue to your teammates.
I'm going to disagree; unless you're Fiddles, you should be giving the second one to your mid lane and all others after, and I'm not sure you are playing Fiddles, so you can afford to give your blue to your mid. The blue buff is a huge deal for an AP caster. The spell spam gives them an increase in lane control and the CDR is a big damage increase during fights. The CDR isn't going to be as strong on the jungler, and the jungles that have mana issues can just get a Philosophor's Stone, which leads to a Shurelia's ,which is always a big deal for initiation in teamfights.