AA, You don't need wider a arms or an extended swinger for jumping in the dunes.
As everyone else has stated, the upper shock mount and the swing arm are the weak points on the 85 and 86's. In 86, Suzuki added a small gusset to the swinger to help prevent cracking at the rear housing as they didn't realize so many people would abuse them to the point that we do. I have an 85 and have managed to crack a few swingers, but I took one of my
**** ones and added my own gussets to the rear and haven't had any problems since then. Here is a photo of what I did to beef mine up.

The front shocks are a different story, they are short, which means not much travel. I have bottomed mine out jumping more than a few times. The works shocks for the 85 have a bit more spring rate but your still going to bottom them out on jumps. I decided to live with my stock shocks as I am not constantly jumping. They are fine for all around duning. I have beefed up my front shocks mounts and haven't had problems with cracking in that area either.
My point is, you don't need to go out and spend a bunch of cash if your going to be trail riding the majority of the time. Add some gussets to your swinger and gusset your front shock mounts and you should be good to go. Put your money into building a solid motor and get the bike tuned well and you'll be just fine. A good running 85/86 motor and a decent set of paddles will climb just about any dune with a good rider aboard.
If you really want the longer travel shocks from an 87 up, you'll need to relocate the front shock mounts.
If you want to upgrade to a different pipe, talk to people who have the brand/model your looking for and see what they like about it, dislike about it, how they ride, where they ride. Not all pipes are a bolt on and go, you want to consider how you ride and where your bike makes power when considering a pipe. A motor built for low end is not going to run as well with a pipe made for top end and vice versa. Of course, with the 85 and 86's, we are VERY limited in what is available. I haven't tried any of the other brands, but I have found the FMF pipe to work well with how I ride and how my bike is set up.