I assume you're talking about the 2006 or later KLX250, which is similar to the off-road KLX300. I've never owned or ridden one, but from what I've read and heard, they are ok trail bikes, probably better than an XR250 or DRZ250, or TT250. But, they are not in the same league with the current round of high-performance thumpers such as the CRF250, YZF250, KX250F, RM250Z, or the KTM. Of course, none of these come as a dual-sport. I think the KLX would be a good choice for a beginner, or someone who is small and/or lightweight. That's my 2 cents. These bikes seem to be pretty rare in these parts.

As always, it really depends on what type of riding you want to do. If you plan to spend anytime on the highway, you probably want something bigger. Or riding long distances on dirt roads, or riding at high altitude, more displacement = more fun.
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Hoop
2006 XR650R, the dual sport bike
2004 DL1000, the street bike