ok, so we know we have spark.
That leaves compression (As DonD mentioned.) I would check this next, as well as opening the drain on the carb to make sure fuel is getting to the carb.
If Compression is good, and fuel is getting to the carb then it is time to tear into the carb for a cleaning.
I am assuming your air filter is not completely blocked.
You said it ran great a few weeks ago when you bought it. Was that the last time it ran before it wouldn't start, or were you riding it one day, and the next day it wouldn't start? How long a period of time passed between the last time it ran, and the first time it wouldn't start? Anything possibly odd about how it was running when it did run? Is this your first KLR? is this your first Motorcycle?
Just trying to get as much info as possible.