I've ridden quite a few of both, but mostly on trails.
That KLR250 will be fine for putt-putting around on either trails or streets. I wouldn't want to be on a highway with one unless it was deserted. It will do the speed limit, but you're a sitting duck - no weight = unstable; no power = inability to evade dangerous situations. On the trail, it's a fine bike to learn on, but it will never be fast, and you will outgrow its abilities in about 10 minutes.
On the trail, I LOVE the 200EXC. I rode Kawi KDXs for a long time, which are great all-around trail bikes. But when I rode the EXC, I just plain went faster. It has great balance and power. The biggest complaint I've heard about KTMs is the inability of some people to kickstart them. Never a problem for me, but I've got some weight to put behind it. If I get back into dirt bikes, it will most likely be a 200EXC. That said, it's probably 30-40 pounds lighter than the KLR, so it's not going to be a relaxing ride on the highway and you'd likely have to do some re-gearing to keep it in the power band at those speeds.
It is not oil-injected, but carrying a little bottle of oil isn't that big of a deal and it's not rocket science to figure out how much to put in when you've got the gas volume on the pump display right in front of you.
