I have ridden 04 kx124, 04 rm125, 05 yz125
stock wise, the kx has a solid motor. good midrange but top end is a little flat. A pc pipe helped. It is a very nimble feeling bike and sits low. Corners are good and straight line. Forks are crap, you can swap a set of showas from the kx250f and the rear can use a longer linkage
the RM's hold a special spot in my heart. I've had a number of them. I would look for an 04 or newer model as they had some good updates to the chassis and motor. Typically these out of the box are mid and up motors. These corner really well, and there wasnt a turn i didnt have confidence in hitting an inside or outside line. These are opposite feeling to the KX as they sit a little higher, and i remember in chicane's it was a little slower transfering.
The YZ is the most solid. Better build quality vs kx or rm, the motor was well rounded and had good bottom to top power. pre 05 they were 5 speed motors but i still liked them. I didnt have much problem with them but engine power was about the same. the 05 and after are much lighter though. handling nothing wrong but nothing exciting, in turns they push a little but not a deal breaker bad
at this stage I would get the cleanest 125 you could. even 06's can have frame rust.