I've been considering some of the new LED lights due to the low wattage issue. They're advancing pretty rapidly with that technology and really bringing the price down even on the good lights. I'm not sure I'm brave enough to leave my seat unbolted - I know lots of KLR guys and had never heard anyone consider it. I might have to try it around locally just to see if I can feel it move. I did drill out my side panels and use longer bolts with locking nuts threaded on lower so I at least don't have to dismantle half the bike to get to the seat bolts.
I have an auxillary 12 volt plug on my handlebars to charge my phone, run a compressor, etc... I keep planning on upgrading the fuses, and putting them someplace more accessible at the same time, but I just never seem to get around to it. I've honestly only ever blown one fuse on this bike, and it was due to stopping the headlight switch in the middle - you can turn on both filaments at once - but only for a second!
As long as we've headed down the reliability road on this thread - I've pretty much eliminated all the safeties on my bike, as they are known to fail at the most inopportune times. My bike will start and run in gear, out of gear, clutch in or out, kickstand up or down, etc... You need to pay attention, but I actually find riding it more convenient than my buddy's bike that has all the safeties in place still. The biggest improvement is I can just pull in the clutch and start it, without having to find neutral first. I've also added a tee to the breather hose that normally drops through the swing arm. I ran a line from the tee up along the top of the frame so it still breathers when crossing streams a foot or so deep, but any moisture can still drain out through the bottom outlet. All of these mods probably cost less than $1 total and a little time, but I think greatly improved the reliability.