They are all great bikes.
However I think the WR250X is probably the best. It is fuel injected, has nearly as much power as the DRZ but a 6-speed instead of 5 speed transmission. And probably has the best suspension.
However all are good choices and there are good arguments for each.
The DRZ has more usable power due to its larger displacement and has good aftermarket support, though the WR is catching up. The KLX is $1000 cheaper MSRP and doesn’t give up much to the other 2. The DRZ has been around longer so you may find better deals on an older model. The KLX and WR were introduced in ’08 so there are not any older models available like there are for the DRZ.
All are good choices, hunt craigslist and various others and find the best deal you can.
Craig