I have an 04 RM 125 and I love it. I like the power, the hit, and the handling is superb. I have ridden my buddies 06 YZ 125 a bunch of times and didn't like it. The power was too concentrated on the low to mid, and even though he was a little lighter then me, and had big money in it, I wasn't crazy about the suspension. It's a great bike, and If I owned one I would probably would easily be able to tweak it the way I like it, but I'm very happy with my RM. The 04+ are the better ones.
The YZ would probably be very good in the woods.
I hear nothing but good things about the Husky 125's, and here they're cheap.