How to make my kx 125 faster !? suggestions please :)?

Do you want faster or more powerful? Changing the gearing (sprocket changes) will let you trade top speed for acceleration and vice versa. They can also allow you to custom tailor the powerband to the gear you find yourself in the most. Big bore kits allow you to gain horsepower/torque make your bike faster. Pipe changes allow you to trade horsepower for torque or tailor it to a powerband you find yourself in the most for the conditions you ride in the most. Most bang for the buck is probably the gear changes cause you should be replacing the sprockets and chain regularly anyhow. Go down a tooth for more top speed/ less acceleration. On the next rebuild on the top end look for a big bore kit, they arent that much money over a regular piston anyhow. Also make sure your jetting is properly tuned, reeds are in good shape and all the other overlooked motorcyle maintenance issues that steal precious power that we may not notice missing because it creeps up slowly over time.