Replacing the spring is far less expensive and is usually the first upgrade to do when you want to improve the rear suspension. Why were you wanting to replace the shock instead of the spring? If money is no object, here's a good place to start. http://multisurfacemotorcycling.com/...ts/klrprod.htm
My rear spring upgrade totally changed my KLR world. A huge improvement! Much nicer to ride and more options for different surfaces.
Hope this helps