As far as I am aware, you should not need anything. If you buy the front spanny you may wish to change the gasket as it goes into the head but thats about it.
i agree , put on a new o-ring gasket , and go riding and see if your jetting will need to be richen'd or not. most likely not , but do check it , as the pipe will lean it out a bit , Better breathing and all for the motor, and if the air box is un-modified , think about letting a little more air in , as now you can let more out.
Careful then as it should allready be jetted right without the pipe. Adding a pipe may make it run too lean.
In stock form the KDX can handle a pipe with no jet changes since it was really rich from the factory. BUT if it was allready set up perfect by Gorr, then it may be too lean with the pipe and no jetting changes.