Well, you're likely to get a flood of info here, as you've struck the mother lode of KDX info. I'll open the gates with the following.
-- The KDX is essentially unchanged between 1995 and 2003, so the good news in that is its a fairly proven package.
-- I don't believe there have been any major deficiencies identified in the basic design, as far as reliability. Quite the opposite is usually credited, with the single caveat of weak pistons reported in some 220 models. I will defer to 220 owners to add detail here.
-- Nonetheless, most would warn you to expect some worn out or frozen bearings in the swingarm and rear shock linkage. They are poorly greased from the factory, and will most likely have had the gas unless the previous owners have been diligent. Similar concerns with the steering head & wheel bearings, but to a lesser extent.
-- Beyond that, you can visually inspect tires, chain, plastic, brake pads, etc.
-- I've not heard of any traumatic issues such as frame or crankshaft breakages, and the transmission is generally pretty tough as well.
-- Some serious competition riders will upgrade to stiffer clutch springs, but the stock KDX clutch is sufficiently robust to take quite a bit of trail abuse.
-- And its almost legendary for long top end life, given adequate time to warm before hard riding and the use of good premix.
I suggest you also check out the JustKDX website, and cruise through the articles there. Should get a good feel for what's possible with the old girl.
Cheers.