if you want a really good bike, i would look to get a 03rm125 that has been yet to be sold by the dealer- suzukis are generally cheap and they dont sell that well so may be a few left in the dealers from last year going cheap- when the 03's were out, a friend picked up an 02 for $3500 otd and that is very cheap for socal. IMO the rm has the best showa suspension components in its class and has a really nice motor that revs to the moon and makes decent power.
the YZ is a good bike, maybe better power than the Rm, but worse suspension IMO. The kx was OK in 03, but an 02 is the old design and much harder to sell on.
the CR has good handling but has a notoriously lame engine (not that ive ridden one mind you, just going on what people that i respect have told me).
that leaves the KTM- best motor in class, but the 02 that i rode had terrible suspension.