The '03 KX125 is a real spooge factory with the stock jetting (as most 125's are). Most people are running a 37.5 pilot jet, but I've even gone down to a 35.0. I'm not sure where you're going with the needle clip because the first position (top) is the leanest. Stock is the 3rd position, but most put the clip in the 2nd (from the top) position, which is a bit leaner than the stock setting.
You can try different main jets, but the pilot and needle clip are the things that should be changed first. Keep in mind, however, that your KX may not be exactly the same as the next persons. Also, the '03 KX125 is not the easiest bike to jet clean, but it's not impossible and not the worst (well, at least not really bad).