Quality and longevity wise the OEM sprockets are probably some of the best you'll find anywhere. This especially true if Made In Japan. More expensive, yes! But maybe worth it if you do big miles?
Renthal and JT are good ... but not quite as good as most OEM items. Sunstar (also Thai made) are, in my experience are not great, JT is better IMHO.
I found OEM sprockets to last longest on several bikes over the last 15 years or so:
Yamaha TDM 850, (3) Triumph Tiger's ('95, '99, '07) VFR800, (2) V-Strom 1000, (2) DR650's.
The Vstroms and DR650's all did big miles (over 200,000 miles combined), so lots of sprocket and chain changes. I tried many brands, but mostly OEM stock and JT.
Shopping on line I found good deals on OEM stuff. On the Suzuki's the OEM sprockets were 15% to 20% longer lasting than JT. But the JT were only slightly cheaper here in USA. Over there? No idea. On my DR650 I carry a spare JT front sprocket with me to allow gearing changes. Stock is 15T, JT make a 14T, so very handy to lower gearing a bit. Perhaps you kind find various sprockets for your KLX?
You may also see various so called "$$*miracle*$$" sprockets. Beware. These very expensive and super hardened sprockets can EAT your chain rather quickly. Not worth it.
Your KLX uses 520 chain & sprockets. That is good news. DID now make X-Ring chains in the 520 size. On a 300cc, 20 HP bike, an X ring may be over kill. But if you ride in the wet a lot or mud, an X ring will out last an O ring chain by about 25%. Also, one trick I've learned: at around 7K to 10K miles ... change out your front sprocket. This will extend chain life A LOT. On my DR650 I got 25,000 miles on my last DID 525, VM-2, X-Ring chain. Fantastic product!!