Welcome to the site!
As far as making stuff better, a 220 head reconfiguration is probably higher on the 220 'list' than a 200 head is on the 200 'list'.
What is it you're after? What does it not do now that you wish it either did period, or at least did better? Your riding ability, style and WHERE you ride all fit into that equation.
Some things are pretty much always true. For one, (as already noted) if your bike is stock jetted, it's probably not at all right. As far as 'bang for the buck', there's your #1. If you are not at all familiar with either the jetting process or 2-strokes in general, jetting can seem a pretty good sized PITA..but once you get it sorted out you will be very happy about it..AND..it's knowledge you can use on ANY machine, amaze your friends and all that.
It's commonly said that it's 95% rider, 5% bike..so you'd better make that 5%
count!. That's true enough as far as the bike part goes, but obviously there is MUCH more room to improve on the rider end of things. The more you ride, likely the better you will be. If you rode every weekend for six months, I'd about bet you would be 'faster' than most anything you will ever do to your bike to make IT 'faster'.
I agree with m0rie. Suspension will likely make you faster than any modification you do to get 'more power.' Maybe it's not as much bling to properly spring your frontend as it is to strap on a shiny pipe...but springs are a better choice if you're choosing between the two.
Of course...none of this fits
YOU particularly. No one here probably knows you from adam. Maybe you're one of those naturally insanely fast guys already. Some seem born that way. Sometimes what you DON'T see (like...the guy has been riding since he was two years old) has the largest impact.
There is a whole lot more to the KDX than what you roll off the dealer's floor. Keep after it, pay attention and you will be surprised at what your little green thing can do.
Your KDX I mean. ..not your pet turtle.
Cheers!