These are the mods I did to my KLX300SM.

 

Was the heat shield provided with the Mega Bomb header?
What brand muffler is that?
What brand front turn signals are they?
I think I have the same brand combination tail light with the stock front turn signals, which causes the turn signals to blink too fast. Did you have a similar issue and if so what did you do to remedy it?

 

I bought the FMF shield separately on ebay and custom built the shorty tuneable exhaust myself. I can run it mild or wild simply by changing the number of tuning disks. I was selling them until I had trouble getting parts. The sequential turn signals were from ebay. I also got an adjustable turn signal relay from ebay to slow down the blink rate.