I know where the pre-loaded shock adjustment tool should be located on the bike(under the rear seat) and its not there and the previous owner didn't have it either so i have to get a new one. i know how it works and such but the only question i have is Where can i buy the shock adjustment tool...

Is a 2004 EX250 tool set the same that comes with the 2008 250 Ninja?

You can probably make this at home, to check the alignment of your chain and sprocket. It's basically a bracket that goes onto your rear sprocket then a long thin rod as a reference line to see if your chain is properly aligned.