I can fully recommend Lumia 800 after the newest update that fixed the battery life and using it now for almost a month.
Though i have hard time putting it against N9. N9 is awesome on it's own way, but if you are looking for a device that has future software wise, get Lumia 800.

N9 has better multitasking and better concept of UI. Lumia 800 has about the smoothest UI i have used, only comparable being iOS running on iPad 2. Just like iOS the phone wont get slow as you pile up the software. Lumia 800 has more quality software and rapidly growing marketplace. So far i have not needed to hack anything to get Lumia 800 working.
Keyboard on both i consider to be great. N9 has excellent keyboard revolving around haptics and Lumia 800 just seems to always recognize what button you are pushing, but lacks the haptics.
Using ipod touch and ipad 2 for long time i have come accustomed to not use haptics on TS keyboards so your opinion might be very different.

N9 has better sound quality and even after the update slightly better battery life.