Well it depends how much knowledge and money you have.
Though me I would buy a second hand in good shape, maybe you can speak with people having KLR's and get to know the bikes weak, strong, expensive points etc, then maybe you can find one good second hand and spend the rest on serious uppgrade and world travel equippement.
I've heard KLR have the balance shaft conected to crankshaft by chain instead of wheels as it is on most other bikes.
You get better rpm but a chain is a weak point.
If you buy new, you'll have to do a lot of adjusting, greasing, servicing the first 10 000 kms, this will need money, mechanics or knowledge.
A low kilometerd second hand has proved its reliability until then, so why not?
If you check the sensible points it might be the best deal.
Check engine compression
bikes outer shape, youll quickly see how it has been ridden on simple details as gear shift rubber, worn out= agressive rider.
Ask bills of services, oil changes etc.
Make sure bike has not been falling or crashing, look at the direction ends of steering, fork no sign of leak after a test ride!, etc.
Say a bike between 10 000 - 30 000 kms will be fine.
A thumper don't like being ridden on maximum of its power for a long time, nor does it like to low rpm's.
The best is buying one from a serious person having done long distance driving on road.
Hope it helps,