I've got nearly 15K miles on a 2003 that I bought last year (had sat in a guy's garage with 300 miles on the ODO, not even broke in yet).
I've never run synthetic in my KLR. I change the oil out every 1,500 with either Mobil 1300 or Rotella 15w40. Castrol 20w50 in the summer when I'm touring. Not to start a war, because I'm always willing to learn, but in my readings the KLR shears the oil pretty quick (synthetic or otherwise). Maybe someone can chime in with alternative means, but for now I leave synthetic to the V-twins.
I have liked kdxkawboy's posts here about the dohickey. I back off and hand-tighten in it back (stock 'hickey) at every oil change. 130K on his bike with the stocker is amazing.
I aim to break 100K with my KLR.