I have a lot of seat time on the WR250F (it's what my riding buddy has) and I have a KDX 220. I am a recreational trail rider (no racing) and every now and then I ride on MX tracks. While the WR 250F is pretty slick, I strongly prefer my KDX 220 (my wife bought me a WR and I returned it in favor of the KDX).
The WR has a nice smooth powerband, but I don't think it has such great low end--you have to ride it kind of like you'd ride a 125. It probably has a bit (and only a bit) more peak power than the KDX, but the KDX has more useable power. Also, you can really feel the WR's extra weight (which it carries up high). The WR, at least the 2001 model, also has some pretty serious starting problems. At first my buddy had a really hard time starting it. Now that he's learned the drill, 8 rides out of 10 it starts right up. One ride out of 10, it starts, but he has to kick it for 10-15 minutes before it does. One ride out of 10 it won't start no matter what--he is SOL. Despite reports to the contrary, he's never had any hot starting issues. Finally, the WR is way too f***ing loud. My buddy has a White Bros. e-serise pipe on it and I feel like I'm riding with 10 guys on Harleys (everyone puts on a new pipe, or at least uncorks the stock pipe which is just as loud).
On the other hand, the WR has a really nice suspension. Out of the the box, it will surely be better for MX than the KDX. The only change I've made to my KDX, however, it to add stiffer front fork springs. For my uses, including light MX/jumping, it's fine.
The KDX is at least $1000 to $1200 less expensive than the WR. You can do all the necessary mods for less than half the savings. Go green.
Of course, on the KDX board, you'll likely get lots of pro-KDX responses. Take my views with a grain of salt.
--EBOD