Here are a few I have personal experience with and can recommend pretty highly:
http://www.fourstrokeworks.com - Jerry Leighton's shop, KLX ultra-guru, source of parts and upgrades such as the Keihin 35mm FCR pumper carb set up and ready to drop into the KLX250S, among others.
http://www.kustom-kraft.com/ - good source for the 331cc big bore upgrade
http://www.rockymountainatv.com - good vendor for third party stuff
http://www.dual-star.com - place to get the bright LED tail light, get the one for the KLR650, it fits the KLX250S if you turn it upside down.
http://www.ronayers.com - good place for OEM parts, enter the Kawasaki part number in the parts search field