I would add something like that on top of your current light that is wired to turn on with your high beams. Like /u/idiotsecant is saying, the reviews aren't that good. I know Hella makes some good lights and as long as the bike can handle the power load I would look into a set of those.
You get two lights, depending on which year of KLR you have it could be easy or quite complicated to mount them but it also comes with a full wiring kit and really simple instructions on how to wire it up. I just bought those lights for my Subaru rally car, I haven't installed them yet but I've seen enough other guys running on the stage with them to see how effective they are.
My 2005 KLR that I bought last year has a nice little LED aux light setup but they are wired so they are always on which would be illegal in Ontario and I found it blinds drivers when I'm in city or highway traffic, having them wired into the bikes high beam light makes a lot more sense. It provides a decent bit of extra light and really saved me when I was riding in the middle of nowhere in Nevada at night and my headlight cable fell out.
Here is what it looks like with the little LED kit http://i.imgur.com/pnn9Pfg.jpg
Also read up on local law to see what the regulations are about how many lights you can have and how they have to be installed. In Ontario for example, you can have up to 4 total lights and they have to be set up so they aren't pointing towards oncoming traffic and can be turned off so you don't blind other drivers.
