The Honda is the bike to go fast on, primarily because it has the 6-speed box and goes well.
Its also a tiny bike and one that's relatively difficult to get along with.
The YZ-A is about as fast, a heap easier to get along with and is more comfortable to ride, but is hindered by lousy forks and a 5-speed box. The MX-A (or even DT125A) can easily be upgraded to YZ spec (or better!) and are a shit-load cheaper to buy.
The TMs are somewhere between a stock MX-A and YZ-A in performace, as far as I can tell (I haven't ridden one).
The KXes are supposed to be close to a match for the CR, but they're a rare bird, so its probably academic.
Personally, I own a YZ-A, MX-A and a DT-A.
The DT is the race bike of choice because I couldn't see the point in butchering a rare and relatively valuable YZ to make the same race bike as I can by using a freebie DT.
Its got a YZ-A gearset, ported barrel, YZ125J pipe, 32mm carb & CDI from a YZ125E, 34mm DT250A forks, YZ250B triple clamps, YZ125E front wheel, and a YZ125X rear wheel (same as YZ-A but takes flat rather than dished sprocket).
Its about to get a YZ125A alloy tank and a YZ360A seat and some decent rear shocks. If I was to start again, I'd do everything the same, although I'd doubt that I'd find another 360A seat, so I'd probably use an MX125A seat.
I think it owes me about $1500 and a lot of time in the shed. The price has been held down because I wrecked a $200 YZ125E, and because I've been patient/lucky enough to get a lot of 'fun parts' cheaply.
It is infinitely easier to get along with than an Elsinore - it idles, it pulls cleanly off the bottom and it doesn't load up. With a standard DT pipe, it was fast enough to challenge for the win in the Classic 125 class at Heaven level, largely through tractability that allows impressive corner speed.
I won't say that it handles brilliantly, but for a non-midget, it is predictable, vice-free and handles a lot better than a stock Elsinore.