The service manual is important if you perform service yourself. For the EX250F, it comes in two pieces - Factory Service Manual and Factory Service Manual Supplement. You'll need both.
The manual for the 08+ EX250J is all one book.
For information on how to get a service or owners manual, follow this link: Ninja 250 Rider's bookshelf
How the base manual/supplement concept works
There is only one Service Manual for the 1986-2007 models. It was written in 1986, when the EX250 was introduced. Despite the fact that the bike went through a major redesign in 1988, and has remained more or less the same since, there is no separate manual for the '88-07 bikes. This is what the Supplement is for.
There is a new Service Manual for the 2008--> EX250J models. At this time, there is no Supplement for the 2008 model, but there may be for subsequent years.
The Supplement is released every year. This covers changes made since 1988. It is the same book each year, but has new info added for the current year.
For example, if you have a 2006 supplement, it has 1988-1999 in the main section, then an addendum in the back of the book for 2000, another for 2001, and so on. Whenever they change something, they just add some more pages.
So, you need to have a supplement that is at least as new as your bike. If you have a 2003, you will need the base manual and a supplement from 2003+. If you had a 2002 supplement, it would not have the 2003-specific items in it. One that is newer than your bike is fine; you just don't want one from before your bike was made.
This makes buying a supplement used a little riskier. Both buyer and seller have to know what they have/are getting. If you're buying new, you should be getting a current model-year book.