First off, what bike that'll suit you best depends upon your riding conditions you intend to do most, ability, and price range. I've ridden loads of different 250 ring-dingers from all makes over the decade of working in the industry. YZ, RM, CR, SX, EXC, EC; they all loyal followings for certain inherent traits, some abilities would notice and others won't. My perspective comes from woods competition in the northeast US stick farms and rock gardens. In that realm, a properly set-up "M" model KX is by far my favorite 250 mx to woods convert. Of the two M models, '03 & '04, the '03 has the better linkage and forks for slower speed hack but the stock motor needs a simple '04 powervalve govenor spring to time the valves correctly and could benefit from a CR style front brake routing, both super cheap and super simple fixes. The '04 on the other hand has ideal linkage set-up for whoops, a little harsher front fork but a superb motor in stock. Why is it superb when a YZ makes more power or a RM has more response? Because it's a 100% usable, all the time, especially as a woods convert. Some folks are only concerned with sheer horsepower, off the track useability and durability play a much larger roll. The '04 has more then enough to get either job done and the old school Kips powervalve holds up well to boot.
The "R" models('05-'07), are an interesting breed. Along with my most loved, modified '03, our '04s, there sits an '07 I raced a whole season of enduros with. I parked it to deal with it's inherent issues at a later date and ressurrected my old '03. Why? Maybe this particular bikes handling woes are not as present in a wide open venue like a track or desert, but the ultra steep steering head angle creates a knife and wash effect that's leveraged me on to my face more then a few times. It took a while to put my finger on that handling quirk being the steering angle and not another factor, but it is in the case of the '06 & '07s. Also the power. With the same internal gear ratios as the '03-'04s, this bike delivers it's power a 1/3rd higher then the previous motors. That means it's a softer bottom, intense mid- range (which can be fun) and 1/3rd longer pull on top. For trail use it required a different pipe to Try and shift the power lower and some super low gearing to keep the clutch abuse to a mininum. The spring style powervalves do make "R" engines quicker reving and more responsivebut with a harmless but annoying catch, the stupid little side center powervalve spring that likes to break. It's easy enough to know when it happened and replace, but annoying none the less. The "R" does noticeably feel narrower in the footpegs (about 1" diff from the M model).
The older yet "L" were great bikes too that shared the same engine platform as the M models, but the chassis lacked some of the refinements the M models received. The L models are still competitive in the right hands. That's pretty much what it comes down to though, what bike jives with you best and your riding sttle.