For me it comes down to money.
According to member "Masterphil's" study, a 125 costs about $10/hr to ride (gas, parts, maintenance). A 250f costs $20-$50/hr depending on the model.
If you blow a 125 motor, you might have $300-$500 in the repair. If you blow the 250f, you could be looking at $2000.00 in repairs.
I'm not a pro, and I don't have a lot of extra money, so the 125 was the way to go for me.
Plus I like the 125's lighter weight (I'm only 145 lbs) and better handling.
Of course, the 250f has a lot more low-mid torque and power, and thus is easier to ride.
(You can always bore the 125 to 144 - it's AMA legal now.)