With preloaded maps data connection is needed only if you do a search for suggested restaurants etc. nearby and if you want to use satellite maps (textures). Gps, navigation and street searches all work in offline. Just remember to position the screen on the map to your general location (city or county), as the search to database seems to be somewhat restricted to the area you are viewing for purposes of making it a bit lighter on cpu and memory.

It is still preferred not to have your cell connection completely off (only data turned off) as it seems that N9 can do fast positioning based on cell towers, which then helps to get a faster GPS fix in 5 to 30 seconds. At least this was my user experience recently on a trip so I gather that Maps' local database would contain also all cell IDs.