I haven't really modified my SRX yet but here are a few things you can do;
I searched the internet for anything about the SRX250, I came on a lot of Japanese sites, there I found a couple of intersting pictures (I can't read the text).
First of all I've found an other exhaust, I don't know anything about it, I only have a picture of it, I think it looks great, this SRX has an disc brake in the rear wheel but to proof that this is really a SRX250 you can click the picture for more pictures of this exhaust and the rest of the bike.
On these Japanese sites I also found out that almost all their SRX250 motorcycles have their fairing removed and they have a round head light.
Almost every asian SRX (that I've seen) has clip-ons and this one even has a (loose) rear discbreak.