I have a post around here somewhere in where I went into greater detail on what yamadogyz said above.
Basically graphics, big-bores, hot cams, engine work, aluminum sprockets, "trick" parts, etc.; don't do anything for the average guy except drain his pockets. Instead spend that money on your non-durable items (air/oil filters, oil, gas, tires, sprockets/chains, exhaust packing (
) etc.).
Since you're planing on doing MX here's what I'd do.
Figure out what your budget for a new bike is (lets just say $5,000).
Take off $500-1000 for suspension work.
Also another $500 to replace any broken parts and for a little cushion.
So that would mean you have $3,500-4,000 for the actual bike.
Now pick your favorite color and
buy a bike.
Send your suspension out to get re-valved to your weight and skill level.
Find the nearest track and go ride.
Oh and take pictures/video for us.