Make one modification at a time and then ride. This way you will realize how each changes performance. My nephew and I both have KDX's, both started out stock. I have modiifed mine, his stocker is my base line.
1) Toss airbox lid- increased throttle response, improved power throughout curve and sound output increases also.
2) O-ring chain - Stocker requires tensioning by the hour.
3) Renthal bars, grips, x-bar pad- Stock bars are good for one or two get offs.
4) Barbusters- Save knuckles as well as grip/lever replacements.
5) Leaner jetting on low speed circuit (45 pilot/air screw 1&1/2 out - Better throttle response and improved low end.
6) FMF woods pipe - Further improvement in low end and mid range. The top remains the same. I think my transition from low to mid could be better, will experiment with leaner needle, clip positions, and main.
7) Removed enduro rear fender and headlight, replaced with MX rear and front number plate.
Next mods are reeds, re-jet, silencer, and stiffer fork springs.
Browse the site, there are some talented mechanics/tuners/fabricators here with extraordinary insight.