The S8 nozzle is a Yamaha part - the p/n is 3TC-14141-S8-00. Cost is about $20 - $25. When using an S8, expect to make some jetting changes. Probably 1 size larger main and 1 size richer (thinner) needle. At sea level I've used a 400 main with good results (stock is 380).
Using the stock S9 nozzle, I can get close to the same results as when using the S8. However, after doing some back-to-back comparisons, I prefer the S8.
I'm convinced that needle series offered by Honda for the '02 is less than ideal. A thinner (and / or shorter) straight section and slower taper seems like it may be better. I'm thinking about trying some needles from the '01 CR250 and also modifying an '02 needle. If the ideal needle was available, I don't think the S8 nozzle would be needed.