I have went through the same thing as everyone that owns an '05-'07 CR125, Here is what I am currently running in my '07:
420 main jet
35 pilot jet
I am going to try the 6bfy42-74 needle, I have one in my truck that I just haven't had a chance to try. I have a bunch of the honda needles that I bought trying to get it right with their -dgy series, what a waste - the yamaha needles are about 1/3 the price!! My setup still has a rich spot to it but it's mainly just there when warming up.
I find it funny that everyone wants to change out the carb - the YZ125 has used them for quite a while and no one seems to complain about the tmx-x carbs, KX & RM 125's used them as well and I don't think those guys are buying the keihins' up.