If you're used to rocketing through the rock gardens on the lightweight 2-stroker-dirtbikes, you should know that the KLR can do this too -though she's kinda portly, and takes more finesse with the bars and throttle. Downside is the impacts on the front rim. Helps a bunch if you use a tire with solid shoulders -like the Dunlop D606. But eventually repeated blows will lead to a cracked rim. You can buy a replacement online, and in the past I've had good luck buying from Buchanan's. If you can reuse your spokes, a front rim will set you back about $250, and $60 more if you need it anodized black or gold for that fashion statement which so many of the KLR riders are known for.
You still have to get the rim and hub things re-laced. Seems like rocket surgery at first, but then your brain recognizes the simple pattern and its easy-peazy. Much easier if you have a good wheel to compare to, some careful measurements, and a solid bench vice to hold the axle while you dial things in to perfect roundness and no left/right wobble. OEM spokes take a 6mm wrench. You can buy a classy tool just for this, or probably have one unused open-end 6mm in the back of the wrench drawer. And, yes, you can pay a local shop to do this, but that's antithetical to the cheap-bhastage motto some of us have sworn to uphold
Often the best option is to shop for a used wheel on epay, craigs, or even the classifieds here. You can often find a bargain for less than $200 shipped. If you go this route, be sure to check for any cracks, digs, obvious bends or deep gouges or other damage before the purchase. When you get it home, mount the new wheel onto the forks and check for runout and wobble, and also check all the spokes for any loose ones. NB: Do this check before you mount the tire/tube (don't ask how I learnt this lesson).