FWIW, you can leave the dustcaps off - they make trailside adjustments a real pain. Without the little rubber dustcaps, the adjusters will get a little dusty, but mud doesnt' tend to pack in there. Even it does, clearing it with a screwdriver is easier than removing the dustcaps.
Check the MX-Tech link for some info about suspension setup.
As a general rule, KDXs come with soft springs and too much high speed compression damping. The clickers have more effect on slow speed compression (like when you land from jumps). High speed compression is when the forks need to move really fast, like on sharp rocks and roots. With stiffer springs and less high speed compression, the bike is better everywhere.
Oil levels control bottoming resistance. If you are bottoming too easily, add oil. Oil weight has the biggest effect on rebound damping and only a minor effect on compression.