I've owned all 3, (well, a KLR600, more of a dirt bike than the 650), and currently ride a DR650SE. I've given them all serious work-outs, but the XR650L received the most abuse... The KLR was my 1st 'dirt bike', and I used it soley as a woods bike - yes it can be done
. The XR was my next woods bike, then became a desert bike when I moved to AZ. About 90% of it's 11k mi life (while I owned it) was hard off-road. I picked up the DR after I moved back to TX for use as a daily commuter and a backroad explorer, although it does see occassional off-road duty.
The KLR would be best suited for mostly commuting and backroad touring. Take it from me; radiators suck, at least on these bikes. Mine were covered in JB Weld by the time it was stolen. I was also constantly obsessing about the temps in the tight stuff; it ran hot if I wasn't moving at least 30 mph. If you think you'll want to throw it around technical stuff a bit, it can be done, but personally I'd read on...
The DR is a pretty good all-around bike. Lighter, narrower, and more nimble, and it has more suspension travel and ground clearance. The suspension is way to soft and under damped though for serious trail riding. It's better for the inseam challenged though, and is a hoot around town. Also on the downside are the difficult to get to and clean air filter, poor after marked support, 17" rear wheel, cush-drive (KLR has these same problems, except good touring aftermarket), NOISEY motor... maybe I should stop before I convince myself to sell it...
The XR... Well, if you're inseam challenged it could take some getting used to around town. As a dirt bike it blows the other 2 away. It really isn't very comparable to the KLR, so the following is compared to the DR. The stock suspension is far superior to the DR. Adjustable compression and rebound, more than adequate damping, much firmer sprung, 2" more of travel and 4" more ground clearance, much easier to lighten, better power and torque where you need it (ignore the numbers), easier maintenance, more aftermarket performance goodies, 18" rear wheel with the sprocket BOLTED to the the hub... I'd say the suspension was the biggest difference though. The 1st time I took the DR off-road, I took off in the same manner that I would have on the XR, and it QUICKLY became apparent that I wasn't on the XR; at the 1st whoop the forks AND shock immediately found thier bottoms, and I was nearly tossed before I knew what happend. I rarely bottomed the XR, even off of 5'+ ledges in AZ. I nearly always felt under control, despite the speed or situation. Oh, and b-u-l-l-e-t-p-r-o-o-f.
So, if you just want to explore backroads and commute/knock around town, consider the KLR. If you want to do the same and maybe some easy paced trail riding too, and/or you have an inseam of 32" or less, you might consider the DR. If a real dirt-bike that is comfy enough to cruise the highway on is what you want, Think XRL (you won't want to spend much hwy and commuting time on the XRR). My $.02.