To make it sound better, take out the insulation in the muffler, it'll be louder and sound better You can't make it go faster..only thing you can do...250's will fit a 500cc motor you could swap that in there but you bought a 250...the smallest engine out there.
To make your Kawasaki ninja 250 sound better, find and buy an exhaust that makes the sound more aggressive in a good way. Note that, you should listen to each one before you decide on an exhaust. On the other hand, you cannot make it go faster rather, fix it and have a good mode of handling and servicing it.
Sound: Different exhaust pipe, and air filter. Faster: Engine modifications, or make the bike lighter.
Choosing an exhaust pipe, without having a way to tune the bike for the exhaust, such as a power commander, is pointless, and may make your bike slower and run terrible. Having engine modifications done, is very expensive, and you most likely would benefit more from a bigger bike. You can make your bike lighter with lighter rims, frame, ect. It will have less stress on the engine and allow it to push you faster, but you will most likely give up strength where you lighten it up.