I doubt you'll find any one who has tried various brands on the same bike.
However I haven't read a negative report from any one who has swapped out the original for Muzzy, 2 Brothers, FMF or Staintune. I would choose what looks good to you and priced to suit.

I have a Staintune for my 09, I like the look and it sounds real nice and strong. A bonus for where I live, they come with a complience tag with a 93dB rating, making it 100% street legal in Oz (NSW).
The power difference is definatly noticable

 

BUY BIG GUN!! MUZZY'S SUCKS!!!! BOOO MUZZY'S..
Ha, just kidding of course.

I do like the look of that staintune though!.

I have the 07' model, and purchased the Big Gun. My reason was also looks, and I just thought the full system would be better than a slip on, but apparently the slipon's give the bike better low end torque, and the full systems with the larger headers give the bike better high end Horsepower.
So in saying that, I think if I had to do it again, I would buy slip-on, because I like the low end torque better. And like the rest said I would buy the one that looked the best/price.
My review of the Big Gun is: Loud as hell ( I havn't heard other pipes though on KLX), Was pretty easy to go on, but comming off I have done a couple times and seems to be a real b!tch to get the pipe and header to seperate. The fit was alright, but I had to bend the mounts just a little, use some washers for spacers to get it to fit good, and when I first fit it, it was touching my airbox and melted it just slightly.

 

U cant go past a staintune imo.

 

I have the HMF on my 07, which sounds great and has the performance gain documented on their web site. Using just their slip-on with the QC insert, is probably the most economical. I also like the fit and finish. It comes with a spacer and I had no problems with any melting on the plastic side cover.

 

I bought the Muzzy back in 06 because at the time it was the only one available for the bike. But really I don't care what pipe it has, all I care about is how well the pipe, jetting and the gear change worked to improve the power. I think that all of the aftermarket pipes look good.

 

I have the Big gun, but I'll only recommend it if you like the looks and the sound. Performance wise, they're all pretty much the same, so get the one you like.

The real reason I replied was to remind you that with most of the "full systems" you lose the heat shield on the headpipe. I burned a lot of pants legs on the headpipe. I tried using the shield from the Kawasaki headpipe, but the bends are not the same. I finally bought a carbon "universal" shield. It works, but I'm not really fond of the look. I think that if there had been a slip-on available at the time, I would have gone that route. That, along with a few minutes with a grinder cleaning up the weld at the entrance to the headpipe, and I would have been good to go.

Good luck, they are definitely worth the performance gain!

 

You need to bling it up like mine.

 

I think this is a sexy one

 

The '09 full Muzzy has mounts for the OEM heat shield. I was happily surprised.

 

I've got the Two Bros with FMF p-bomb header,I decided on this because i liked the look of the 2bros can and it didn't look like an anti aircraft launcher sticking out the back of my bike.Performance wise the only other bike i have ridden had a Foran Exhaust(from Newcastle Kawasaki Australia) it felt the same powerwise it was a full system,had a nice deep note ,may have gone this way had i seen it first.Staintune used to be 100mm (4in)shorter can but due to noise comliance they made it longer .
I fitted can first then header and noticed performance gains across the board so i was very happy,the header actually gave it a slightly deeper ,quieter note.Removed the spark arrestor recently and no power gain to speak of just crisper and louder.I would probably buy it straight up with a P1 power tip to take the edge off the noise.Fit was great plus on the two bros the mid pipe bolts to the can so you can adjust it and it takes a little work to fit into the head pipe(bit of emery cloth and WD40 or CRC lube) fits perfect now.
Hope this helps these are my findings and i spent alot of time researching this but it is only a personal preference and not backed up with Dyno figures just seat of the pants feel.
Cheers Slaven.