The more gears you have, the smaller the gearing change between cogs.
This helps keep your legs spinning at the speed you like, rather than go from whizzy spinning legs to a slow grind on each upward gear change, there are less extreme jumps between each gear.
Whatever you choose your legs will compensate, but I would advise going for 10 speed if you can afford it as upgrading to the increasingly popular 10 speed systems is quite pricey - levers, cassette and chain all need changing when moving from 9 speed to 10.