I couldn't find an aftermarket o ring and spring kit for the KDX, but I found an FMF one for a 1995 KX125. It was only $10. Sure enough, it fit. I had to buy the OEM copper gasket, but I still saved $15.
I got both the o ring and spring kit and the gasket from Motosport. The shipping was cheap as well. I'm pretty sure you can get it for about the same price on partzilla, unless the prices have changed.
Here's the OEM gasket part #: 11009-1995
http://www.motosport.com/oem-parts/part ... 11009-1995
O ring and spring kit: http://www.motosport.com/fmf-oring-pipe ... source=pdp
You must buy both the o ring and spring kit AND the OEM gasket. You need to replace both.
Also, the gasket has a flat and rounded side. The rounded side goes towards the cylinder and the flat side goes towards the pipe. Be sure to take any broken parts of the old gasket out and clean the mating surface of both the pipe and jug to ensure that you get a good seal.
I hope this helps someone save some money, it's ridiculous how much OEM parts cost.
I also have a picture of the old and new exhaust o rings and gasket:
