In the absence of an R1 version of 9 Songs, I will compare this local all region version with an R2 from the UK, released in June 2005.
The R2 version features a few extras not included on the local release. These include an introduction by Tom Dewe Matthews, author of Censored, and interviews with Kieran O'Brien, Margo Stilley and Michael Winterbottom. These interviews have a combined running time of approximately twenty seven minutes. Both DVD versions feature the music only option, theatrical trailer and Dolby Digital 2.0 and 5.1 audio tracks.
The R2 version would appear to be the clear winner in this comparison.