The problem isn't so much that you're looking in the wrong places, it's just that there aren't a lot of aftermarket parts out there for the EX250. What kind of parts are you looking for? Keep in mind that it's a $3000 bike; if you're thinking of putting a lot of money into it in parts, don't. The best way to make a Ninja 250 go faster is to take the money you would spend in parts and put it in the bank, and save it for when you're ready to buy a faster bike.
However, there are some aftermarket things that are very beneficial for this bike and readily available:
1) Racetech springs and emulators will take the mushiness out of the forks and make it behave much better in stops and turns. Check with your local shops.
2) Zero Gravity makes a Double Bubble windscreen that fits the Ninja 250; it's much better than the tiny stock 'screen.
3) The stock tires suck. Look into getting some Bridgestone BT45's, Pirelli Sport Demons or Avon AM51/52 as replacements for the stock rubber.
4) Swap the 14T front sprocket for a 15T; it's a cheap mod and makes 1st gear usable and the bike screams a little less at freeway speeds.
Of those, #1 and #3 are the most expensive (around $400-500 for the Racetech upgrade, and a few hundred for tires) but they not only make the bike handle much better, in my opinion they make it a safer bike.